+36.1%
JCI vs ROK
+29.3%
+6.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | -5.7% | -3.3% | -2.4% | -4.4% |
| 3M | -1.4% | -5.9% | +4.5% | +0.5% |
| 6M | +4.1% | +13.9% | -9.7% | -2.0% |
| YTD | +21.7% | +12.6% | +9.2% | +13.0% |
| 1Y | +36.1% | +28.6% | +7.5% | +16.9% |
| All | +36.1% | +29.3% | +6.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling