+160.7%
JCI vs ROIV
+200.3%
-39.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | -5.7% | +1.0% | -6.6% | -5.9% |
| 3M | -1.4% | +18.3% | -19.7% | -4.5% |
| 6M | +4.1% | +18.3% | -14.2% | +0.5% |
| YTD | +21.7% | +61.0% | -39.2% | +10.9% |
| 1Y | +36.1% | +177.9% | -141.7% | +12.0% |
| All | +160.7% | +200.3% | -39.7% | +104.1% |
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