+193.4%
JCI vs ROIV
+362.8%
-169.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.5% |
| 7D | +8.4% | +9.2% | -0.8% | +6.6% |
| 30D | -8.9% | +19.9% | -28.8% | -12.2% |
| 3M | -6.4% | +10.6% | -17.0% | -8.9% |
| 6M | +1.6% | +36.1% | -34.4% | -5.9% |
| YTD | +20.1% | +84.3% | -64.2% | +3.1% |
| 1Y | +17.2% | +87.6% | -70.3% | 0.0% |
| All | +193.4% | +362.8% | -169.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling