+3,059.9%
JCI vs ROP
+30,029.2%
-26,969.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +2.9% | -2.9% | +5.9% | +3.7% |
| 30D | -6.9% | +30.1% | -37.0% | -14.4% |
| 3M | -6.3% | +19.9% | -26.2% | -12.0% |
| 6M | +2.6% | +46.0% | -43.5% | -10.0% |
| YTD | +21.8% | +8.4% | +13.5% | +15.9% |
| 1Y | +19.6% | +8.8% | +10.8% | +13.6% |
| 3Y | +194.9% | -5.6% | +200.6% | +191.8% |
| 5Y | +108.1% | +3.0% | +105.1% | +100.6% |
| 10Y | +307.6% | +184.0% | +123.6% | +196.2% |
| All | +3,059.9% | +30,029.2% | -26,969.3% | +1,070.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling