+2,307.7%
JCI vs ROL
+9,030.3%
-6,722.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.8% | -1.4% | +5.3% | +4.3% |
| 30D | -5.7% | -4.1% | -1.6% | -4.5% |
| 3M | -1.4% | -22.5% | +21.1% | +6.1% |
| 6M | +4.1% | -37.7% | +41.8% | +19.7% |
| YTD | +21.7% | -39.6% | +61.3% | +41.0% |
| 1Y | +36.1% | -36.0% | +72.2% | +54.2% |
| 3Y | +154.4% | -5.1% | +159.6% | +151.4% |
| 5Y | +112.0% | -3.4% | +115.4% | +105.1% |
| 10Y | +322.2% | +215.2% | +107.0% | +174.1% |
| All | +2,307.7% | +9,030.3% | -6,722.5% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling