+330.8%
JCI vs ROST
+308.3%
+22.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -7.7% | -10.3% | +2.6% | -4.0% |
| 3M | +2.8% | -2.6% | +5.3% | +3.3% |
| 6M | +7.2% | +6.5% | +0.7% | +3.9% |
| YTD | +20.0% | +25.9% | -6.0% | +8.7% |
| 1Y | +33.3% | +52.3% | -19.1% | +11.7% |
| 3Y | +161.3% | +94.6% | +66.8% | +96.1% |
| 5Y | +108.8% | +111.1% | -2.3% | +47.4% |
| All | +330.8% | +308.3% | +22.5% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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