+293.5%
JCI vs ROK
+264.0%
+29.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.0% |
| 7D | +3.2% | +7.1% | -3.9% | -0.4% |
| 30D | -8.6% | -5.0% | -3.6% | -6.3% |
| 3M | -7.7% | -9.4% | +1.6% | -3.1% |
| 6M | -2.6% | -11.0% | +8.4% | +2.9% |
| YTD | +17.4% | +4.4% | +12.9% | +12.8% |
| 1Y | +16.9% | +7.4% | +9.5% | +10.6% |
| 3Y | +186.7% | +61.0% | +125.8% | +110.2% |
| 5Y | +95.4% | +30.4% | +65.0% | +57.1% |
| All | +293.5% | +264.0% | +29.6% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling