+492.5%
JCI vs RNG
+309.1%
+183.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.3% | +1.4% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | -3.8% | +11.4% | -15.2% | -5.0% |
| 3M | +1.9% | +72.1% | -70.2% | -4.3% |
| 6M | +11.2% | +67.9% | -56.7% | +3.9% |
| YTD | +22.9% | +144.3% | -121.4% | +8.8% |
| 1Y | +37.4% | +117.5% | -80.2% | +22.9% |
| 3Y | +167.8% | +123.9% | +44.0% | +133.6% |
| 5Y | +115.0% | -70.1% | +185.1% | +117.8% |
| 10Y | +325.3% | +215.9% | +109.4% | +200.5% |
| All | +492.5% | +309.1% | +183.4% | +302.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling