+789.1%
JCI vs RL
+1,366.2%
-577.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +3.8% | -0.8% | +4.6% | +4.1% |
| 30D | -5.7% | -7.8% | +2.1% | -3.5% |
| 3M | -1.4% | -4.0% | +2.6% | -0.5% |
| 6M | +4.1% | -1.9% | +6.0% | +3.8% |
| YTD | +21.7% | -0.2% | +21.9% | +20.3% |
| 1Y | +36.1% | +10.7% | +25.5% | +30.0% |
| 3Y | +154.4% | +210.8% | -56.3% | +74.8% |
| 5Y | +112.0% | +238.2% | -126.2% | +38.7% |
| 10Y | +322.2% | +313.4% | +8.9% | +140.1% |
| All | +789.1% | +1,366.2% | -577.0% | +218.7% |
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