+801.0%
JCI vs RMBS
+1,376.2%
-575.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +4.1% | +3.5% | +0.6% | +3.6% |
| 30D | -3.8% | -8.6% | +4.8% | -2.8% |
| 3M | -1.6% | -40.3% | +38.7% | +4.5% |
| 6M | +9.5% | -1.0% | +10.5% | +7.9% |
| YTD | +21.7% | -4.6% | +26.3% | +19.7% |
| 1Y | +37.1% | +17.6% | +19.6% | +30.4% |
| 3Y | +165.2% | +58.6% | +106.5% | +136.3% |
| 5Y | +110.3% | +270.9% | -160.6% | +67.6% |
| 10Y | +341.0% | +569.1% | -228.1% | +223.2% |
| All | +801.0% | +1,376.2% | -575.2% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling