+2,069.7%
JCI vs RMD
+36,837.6%
-34,767.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -5.0% | +8.8% | +4.7% |
| 30D | -5.7% | +2.2% | -7.9% | -6.2% |
| 3M | -1.4% | +17.8% | -19.2% | -4.6% |
| 6M | +4.1% | -11.3% | +15.5% | +5.8% |
| YTD | +21.7% | -4.4% | +26.2% | +22.0% |
| 1Y | +36.1% | -15.7% | +51.9% | +39.3% |
| 3Y | +154.4% | +47.7% | +106.7% | +132.3% |
| 5Y | +112.0% | -19.2% | +131.2% | +112.8% |
| 10Y | +322.2% | +280.4% | +41.8% | +220.6% |
| All | +2,069.7% | +36,837.6% | -34,767.9% | +955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling