+233.0%
JCI vs ROIV
+270.3%
-37.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +2.1% |
| 7D | -9.4% | +5.3% | -14.7% | -9.9% |
| 30D | -13.4% | +11.9% | -25.3% | -14.4% |
| 3M | -12.4% | +10.7% | -23.1% | -13.6% |
| 6M | -5.1% | +34.9% | -40.0% | -8.5% |
| YTD | +13.7% | +79.2% | -65.4% | +6.4% |
| 1Y | +11.4% | +89.0% | -77.6% | +3.6% |
| 3Y | +175.9% | +337.3% | -161.5% | +136.5% |
| 5Y | +98.4% | +402.3% | -303.9% | +56.2% |
| All | +233.0% | +270.3% | -37.3% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling