+2,307.7%
JCI vs ROST
+70,186.3%
-67,878.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | +0.9% | +2.9% | +3.6% |
| 30D | -5.7% | -8.9% | +3.2% | -3.8% |
| 3M | -1.4% | -0.8% | -0.6% | -1.5% |
| 6M | +4.1% | +8.5% | -4.3% | +2.0% |
| YTD | +21.7% | +28.6% | -6.8% | +14.8% |
| 1Y | +36.1% | +52.3% | -16.2% | +23.6% |
| 3Y | +154.4% | +94.8% | +59.6% | +118.0% |
| 5Y | +112.0% | +110.8% | +1.3% | +76.4% |
| 10Y | +322.2% | +304.5% | +17.7% | +204.1% |
| All | +2,307.7% | +70,186.3% | -67,878.5% | +650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling