+194.3%
JCI vs ROL
+5.5%
+188.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.6% |
| 7D | -3.4% | +7.5% | -10.9% | -4.0% |
| 30D | -10.1% | +21.1% | -31.3% | -11.9% |
| 3M | -6.8% | +3.1% | -9.9% | -6.5% |
| 6M | +2.0% | -27.4% | +29.4% | +9.8% |
| YTD | +19.2% | -34.7% | +53.9% | +31.3% |
| 1Y | +16.7% | -32.9% | +49.7% | +27.6% |
| 3Y | +194.3% | +6.1% | +188.2% | +168.2% |
| All | +194.3% | +5.5% | +188.8% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling