+341.0%
JCI vs ROL
+205.3%
+135.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +4.1% | -3.3% | +7.3% | +5.2% |
| 30D | -3.8% | -7.2% | +3.4% | -1.5% |
| 3M | -1.6% | -27.0% | +25.3% | +8.3% |
| 6M | +9.5% | -39.5% | +49.0% | +28.5% |
| YTD | +21.7% | -41.8% | +63.5% | +44.3% |
| 1Y | +37.1% | -38.9% | +76.0% | +59.0% |
| 3Y | +165.2% | -0.4% | +165.6% | +153.3% |
| 5Y | +110.3% | -4.2% | +114.5% | +99.1% |
| 10Y | +341.0% | +208.2% | +132.8% | +164.5% |
| All | +341.0% | +205.3% | +135.7% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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