+17.2%
JCI vs RMD
-4.0%
+21.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | -8.9% | +1.9% | -10.8% | -8.4% |
| 3M | -6.4% | +6.3% | -12.7% | -6.0% |
| 6M | +1.6% | +18.2% | -16.6% | +1.4% |
| YTD | +20.1% | +0.3% | +19.8% | +24.8% |
| 1Y | +17.2% | -4.3% | +21.5% | +22.1% |
| All | +17.2% | -4.0% | +21.2% | +22.1% |
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