+36.1%
JCI vs RMD
-14.6%
+50.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.8% | -5.0% | +8.8% | +4.1% |
| 30D | -5.7% | +2.2% | -7.9% | -5.8% |
| 3M | -1.4% | +17.8% | -19.2% | -3.0% |
| 6M | +4.1% | -11.3% | +15.5% | +7.7% |
| YTD | +21.7% | -4.4% | +26.2% | +25.3% |
| 1Y | +36.1% | -15.7% | +51.9% | +42.1% |
| All | +36.1% | -14.6% | +50.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling