+730.7%
JCI vs RL
+1,476.5%
-745.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.1% |
| 7D | -9.4% | -4.2% | -5.2% | -8.3% |
| 30D | -13.4% | +4.3% | -17.7% | -14.6% |
| 3M | -12.4% | -4.6% | -7.8% | -11.4% |
| 6M | -5.1% | +1.7% | -6.9% | -6.6% |
| YTD | +13.7% | +7.3% | +6.4% | +9.7% |
| 1Y | +11.4% | +20.8% | -9.4% | +3.5% |
| 3Y | +175.9% | +247.0% | -71.1% | +83.1% |
| 5Y | +98.4% | +225.5% | -127.1% | +31.4% |
| 10Y | +311.2% | +363.0% | -51.9% | +125.7% |
| All | +730.7% | +1,476.5% | -745.9% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling