+330.8%
JCI vs ROK
+350.4%
-19.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +1.3% |
| 30D | -7.7% | -5.4% | -2.3% | -5.1% |
| 3M | +2.8% | -4.0% | +6.7% | +4.3% |
| 6M | +7.2% | +13.3% | -6.1% | -0.3% |
| YTD | +20.0% | +9.3% | +10.6% | +12.7% |
| 1Y | +33.3% | +25.8% | +7.4% | +16.1% |
| 3Y | +161.3% | +49.1% | +112.2% | +100.3% |
| 5Y | +108.8% | +45.9% | +62.9% | +58.3% |
| All | +330.8% | +350.4% | -19.6% | +83.4% |
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