+340.5%
JCI vs RNG
+222.9%
+117.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.7% | -6.1% | +6.8% | +1.3% |
| 30D | -4.4% | +9.6% | -14.0% | -5.4% |
| 3M | +1.7% | +83.3% | -81.7% | -4.8% |
| 6M | +8.8% | +77.9% | -69.1% | +1.4% |
| YTD | +22.6% | +139.9% | -117.3% | +9.3% |
| 1Y | +36.2% | +121.7% | -85.4% | +22.2% |
| 3Y | +168.0% | +121.9% | +46.1% | +135.1% |
| 5Y | +113.5% | -68.4% | +181.8% | +111.9% |
| All | +340.5% | +222.9% | +117.6% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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