+95.0%
JCI vs ROK
+30.4%
+64.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.0% |
| 7D | +3.2% | +7.1% | -3.9% | -0.2% |
| 30D | -8.6% | -5.0% | -3.6% | -6.4% |
| 3M | -7.7% | -9.4% | +1.6% | -3.3% |
| 6M | -2.6% | -11.0% | +8.4% | +2.6% |
| YTD | +17.4% | +4.4% | +12.9% | +13.0% |
| 1Y | +16.9% | +7.4% | +9.5% | +10.9% |
| 3Y | +186.7% | +61.0% | +125.8% | +111.6% |
| All | +95.0% | +30.4% | +64.7% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling