+2,991.7%
JCI vs ROP
+29,647.0%
-26,655.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 3M | -6.8% | +17.5% | -24.3% | -12.0% |
| 6M | +2.0% | +38.1% | -36.1% | -9.1% |
| YTD | +19.2% | +7.0% | +12.2% | +13.8% |
| 1Y | +16.7% | +6.5% | +10.2% | +11.6% |
| 3Y | +194.3% | -5.5% | +199.8% | +191.0% |
| 5Y | +103.0% | -0.4% | +103.4% | +97.5% |
| 10Y | +301.7% | +183.6% | +118.2% | +192.2% |
| All | +2,991.7% | +29,647.0% | -26,655.2% | +1,049.4% |
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