+297.8%
JCI vs ROP
+181.1%
+116.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -5.9% | +0.2% | -6.1% | -6.2% |
| 30D | -10.4% | +30.3% | -40.7% | -21.6% |
| 3M | -6.1% | +17.8% | -23.9% | -14.3% |
| 6M | +1.7% | +38.9% | -37.2% | -16.0% |
| YTD | +18.9% | +7.6% | +11.2% | +11.6% |
| 1Y | +16.1% | +6.5% | +9.6% | +9.6% |
| 3Y | +187.8% | -6.3% | +194.1% | +189.6% |
| 5Y | +103.2% | +0.9% | +102.3% | +93.2% |
| All | +297.8% | +181.1% | +116.7% | +99.8% |
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