+95.0%
JCI vs ROST
+109.2%
-14.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.4% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -8.6% | +0.5% | -9.1% | -9.0% |
| 3M | -7.7% | -5.2% | -2.5% | -6.4% |
| 6M | -2.6% | +9.8% | -12.4% | -7.0% |
| YTD | +17.4% | +29.4% | -12.0% | +4.8% |
| 1Y | +16.9% | +44.4% | -27.4% | -0.1% |
| 3Y | +186.7% | +95.0% | +91.7% | +113.0% |
| All | +95.0% | +109.2% | -14.2% | +33.4% |
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