+36.1%
JCI vs ROP
-21.5%
+57.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.1% |
| 7D | +3.8% | -4.4% | +8.3% | +2.7% |
| 30D | -5.7% | +3.2% | -8.9% | -4.9% |
| 3M | -1.4% | +23.1% | -24.5% | +3.3% |
| 6M | +4.1% | +13.3% | -9.2% | +8.4% |
| YTD | +21.7% | -7.9% | +29.6% | +22.9% |
| 1Y | +36.1% | -22.1% | +58.2% | +38.1% |
| All | +36.1% | -21.5% | +57.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling