+341.0%
JCI vs ROP
+132.1%
+208.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +4.1% | -6.1% | +10.2% | +7.2% |
| 30D | -3.8% | -3.4% | -0.5% | -2.6% |
| 3M | -1.6% | +16.7% | -18.3% | -10.5% |
| 6M | +9.5% | +8.1% | +1.5% | +2.8% |
| YTD | +21.7% | -11.7% | +33.4% | +26.8% |
| 1Y | +37.1% | -24.2% | +61.4% | +55.8% |
| 3Y | +165.2% | -19.0% | +184.1% | +186.9% |
| 5Y | +110.3% | -15.9% | +126.1% | +119.9% |
| 10Y | +341.0% | +135.7% | +205.3% | +130.3% |
| All | +341.0% | +132.1% | +208.9% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling