+33.3%
JCI vs ROST
+53.4%
-20.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | -2.5% | +2.9% | +0.9% |
| 30D | -7.7% | -10.3% | +2.6% | -5.9% |
| 3M | +2.8% | -2.6% | +5.3% | +2.9% |
| 6M | +7.2% | +6.5% | +0.7% | +5.1% |
| YTD | +20.0% | +25.9% | -6.0% | +16.1% |
| 1Y | +33.3% | +52.3% | -19.1% | +26.5% |
| All | +33.3% | +53.4% | -20.2% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling