+186.7%
JCI vs RRC
+60.0%
+126.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +3.2% | +6.4% | -3.2% | +1.9% |
| 30D | -8.6% | +23.9% | -32.5% | -12.6% |
| 3M | -7.7% | +30.2% | -37.9% | -12.8% |
| 6M | -2.6% | +26.3% | -28.8% | -7.5% |
| YTD | +17.4% | +48.1% | -30.7% | +5.8% |
| 1Y | +16.9% | +37.7% | -20.8% | +7.3% |
| 3Y | +186.7% | +60.3% | +126.5% | +142.7% |
| All | +186.7% | +60.0% | +126.8% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling