+2,274.7%
JCI vs RRC
+1,499.3%
+775.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | +8.4% | +2.5% | +5.9% | +8.1% |
| 30D | -8.9% | +21.1% | -30.0% | -10.8% |
| 3M | -6.4% | +28.4% | -34.8% | -9.0% |
| 6M | +1.6% | +26.5% | -24.8% | -1.2% |
| YTD | +20.1% | +47.0% | -27.0% | +14.7% |
| 1Y | +17.2% | +35.2% | -18.0% | +12.9% |
| 3Y | +190.7% | +61.0% | +129.8% | +173.4% |
| 5Y | +99.9% | +133.6% | -33.7% | +77.3% |
| 10Y | +301.8% | +72.1% | +229.7% | +232.3% |
| All | +2,274.7% | +1,499.3% | +775.4% | +1,528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling