+175.9%
JCI vs ROIV
+314.9%
-139.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +1.5% |
| 7D | -9.4% | +5.3% | -14.7% | -10.4% |
| 30D | -13.4% | +11.9% | -25.3% | -15.4% |
| 3M | -12.4% | +10.7% | -23.1% | -14.8% |
| 6M | -5.1% | +34.9% | -40.0% | -12.0% |
| YTD | +13.7% | +79.2% | -65.4% | -1.8% |
| 1Y | +11.4% | +89.0% | -77.6% | -5.3% |
| 3Y | +175.9% | +337.3% | -161.5% | +87.7% |
| All | +175.9% | +314.9% | -139.1% | +87.7% |
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