+302.6%
JCI vs RMD
+346.1%
-43.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | -8.9% | +1.9% | -10.8% | -9.5% |
| 3M | -6.4% | +6.3% | -12.7% | -8.3% |
| 6M | +1.6% | +18.2% | -16.6% | -3.6% |
| YTD | +20.1% | +0.3% | +19.8% | +18.6% |
| 1Y | +17.2% | -4.3% | +21.5% | +17.1% |
| 3Y | +190.7% | +71.3% | +119.5% | +142.0% |
| 5Y | +99.9% | -1.8% | +101.7% | +90.6% |
| All | +302.6% | +346.1% | -43.5% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling