+98.8%
JCI vs RL
+226.8%
-128.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | -9.4% | -4.2% | -5.2% | -8.1% |
| 30D | -13.4% | +4.3% | -17.7% | -14.9% |
| 3M | -12.4% | -4.6% | -7.8% | -11.2% |
| 6M | -5.1% | +1.7% | -6.9% | -6.9% |
| YTD | +13.7% | +7.3% | +6.4% | +8.7% |
| 1Y | +11.4% | +20.8% | -9.4% | +1.4% |
| 3Y | +175.9% | +247.0% | -71.1% | +60.3% |
| All | +98.8% | +226.8% | -128.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling