+288.2%
JCI vs ROL
+211.1%
+77.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.9% | +3.4% | -9.3% | -6.9% |
| 30D | -10.4% | +20.8% | -31.1% | -15.7% |
| 3M | -6.1% | +3.7% | -9.8% | -7.6% |
| 6M | +1.7% | -27.7% | +29.4% | +12.0% |
| YTD | +18.9% | -34.9% | +53.8% | +35.3% |
| 1Y | +16.1% | -33.3% | +49.4% | +30.9% |
| 3Y | +187.8% | +4.3% | +183.5% | +171.0% |
| 5Y | +103.2% | +15.0% | +88.2% | +80.4% |
| 10Y | +288.2% | +214.7% | +73.5% | +132.5% |
| All | +288.2% | +211.1% | +77.1% | +132.5% |
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