+2,221.0%
JCI vs ROST
+70,624.3%
-68,403.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.8% |
| 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% | -6.9% |
| 6M | -2.6% | +9.8% | -12.4% | -5.0% |
| YTD | +17.4% | +29.4% | -12.0% | +10.3% |
| 1Y | +16.9% | +44.4% | -27.4% | +7.2% |
| 3Y | +186.7% | +95.0% | +91.7% | +145.2% |
| 5Y | +95.4% | +111.9% | -16.5% | +62.1% |
| 10Y | +292.7% | +301.2% | -8.5% | +182.6% |
| All | +2,221.0% | +70,624.3% | -68,403.3% | +620.8% |
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