+340.5%
JCI vs RMBS
+566.4%
-226.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | +0.7% | +1.8% | -1.0% | +0.3% |
| 30D | -4.4% | -13.9% | +9.5% | -0.9% |
| 3M | +1.7% | -39.8% | +41.5% | +14.0% |
| 6M | +8.8% | -6.0% | +14.8% | +5.9% |
| YTD | +22.6% | -5.4% | +28.0% | +17.0% |
| 1Y | +36.2% | -1.8% | +38.0% | +26.6% |
| 3Y | +168.0% | +53.7% | +114.4% | +101.8% |
| 5Y | +113.5% | +268.5% | -155.1% | +14.2% |
| All | +340.5% | +566.4% | -226.0% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling