+341.0%
JCI vs RRC
+4.5%
+336.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.1% | -1.7% | +5.8% | +4.3% |
| 30D | -3.8% | +3.6% | -7.4% | -4.3% |
| 3M | -1.6% | +8.8% | -10.5% | -2.9% |
| 6M | +9.5% | +0.8% | +8.7% | +9.0% |
| YTD | +21.7% | +19.0% | +2.8% | +18.4% |
| 1Y | +37.1% | +22.9% | +14.2% | +32.4% |
| 3Y | +165.2% | +32.3% | +132.9% | +152.0% |
| 5Y | +110.3% | +151.6% | -41.3% | +80.8% |
| 10Y | +341.0% | +5.5% | +335.5% | +243.7% |
| All | +341.0% | +4.5% | +336.4% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling