+186.7%
JCI vs ROST
+94.3%
+92.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | -8.6% | +0.5% | -9.1% | -8.8% |
| 3M | -7.7% | -5.2% | -2.5% | -6.5% |
| 6M | -2.6% | +9.8% | -12.4% | -6.3% |
| YTD | +17.4% | +29.4% | -12.0% | +6.6% |
| 1Y | +16.9% | +44.4% | -27.4% | +2.2% |
| 3Y | +186.7% | +95.0% | +91.7% | +123.7% |
| All | +186.7% | +94.3% | +92.5% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling