+103.0%
JCI vs ROP
-0.2%
+103.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.1% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | -10.1% | +29.5% | -39.7% | -17.6% |
| 3M | -6.8% | +17.5% | -24.3% | -12.0% |
| 6M | +2.0% | +38.1% | -36.1% | -10.7% |
| YTD | +19.2% | +7.0% | +12.2% | +18.3% |
| 1Y | +16.7% | +6.5% | +10.2% | +16.1% |
| 3Y | +194.3% | -5.5% | +199.8% | +210.0% |
| 5Y | +103.0% | -0.4% | +103.4% | +103.8% |
| All | +103.0% | -0.2% | +103.3% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling