+2,309.0%
JCI vs ROL
+9,745.6%
-7,436.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | -6.9% | +20.6% | -27.5% | -12.6% |
| 3M | -6.3% | +4.5% | -10.8% | -8.3% |
| 6M | +2.6% | -26.5% | +29.1% | +11.2% |
| YTD | +21.8% | -34.8% | +56.6% | +36.8% |
| 1Y | +19.6% | -33.2% | +52.8% | +33.1% |
| 3Y | +194.9% | +4.5% | +190.5% | +181.3% |
| 5Y | +108.1% | +15.5% | +92.6% | +89.4% |
| 10Y | +307.6% | +217.2% | +90.4% | +162.3% |
| All | +2,309.0% | +9,745.6% | -7,436.7% | +442.5% |
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 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