+110.3%
JCI vs ROST
+108.0%
+2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.9% |
| 30D | -3.8% | -11.4% | +7.6% | +0.5% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | +9.5% | +6.8% | +2.7% | +5.9% |
| YTD | +21.7% | +25.8% | -4.1% | +10.2% |
| 1Y | +37.1% | +52.4% | -15.3% | +14.7% |
| 3Y | +165.2% | +94.4% | +70.8% | +97.4% |
| 5Y | +110.3% | +108.2% | +2.1% | +45.2% |
| All | +110.3% | +108.0% | +2.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling