+256.4%
JCI vs ROIV
+232.7%
+23.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.8% |
| 30D | -5.7% | +1.0% | -6.6% | -5.8% |
| 3M | -1.4% | +18.3% | -19.7% | -3.2% |
| 6M | +4.1% | +18.3% | -14.2% | +2.1% |
| YTD | +21.7% | +61.0% | -39.2% | +15.5% |
| 1Y | +36.1% | +177.9% | -141.7% | +22.4% |
| 3Y | +154.4% | +199.1% | -44.6% | +124.7% |
| 5Y | +112.0% | +250.7% | -138.7% | +74.3% |
| All | +256.4% | +232.7% | +23.8% | +192.9% |
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