+2,307.7%
JCI vs ROK
+15,847.2%
-13,539.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 6M | +4.1% | +13.9% | -9.7% | -1.8% |
| YTD | +21.7% | +12.6% | +9.2% | +14.8% |
| 1Y | +36.1% | +28.6% | +7.5% | +21.3% |
| 3Y | +154.4% | +45.1% | +109.3% | +110.7% |
| 5Y | +112.0% | +45.6% | +66.5% | +73.0% |
| 10Y | +322.2% | +345.0% | -22.8% | +117.2% |
| All | +2,307.7% | +15,847.2% | -13,539.5% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling