+2,331.5%
JCI vs RRX
+3,925.9%
-1,594.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.1% | +4.3% | +0.8% | +3.7% |
| 30D | -3.8% | -8.0% | +4.2% | -1.2% |
| 3M | +1.9% | -22.0% | +23.9% | +9.6% |
| 6M | +11.2% | -11.9% | +23.1% | +14.1% |
| YTD | +22.9% | +17.1% | +5.8% | +14.1% |
| 1Y | +37.4% | +14.9% | +22.5% | +27.5% |
| 3Y | +167.8% | +6.9% | +160.9% | +144.2% |
| 5Y | +115.0% | +19.6% | +95.5% | +85.8% |
| 10Y | +325.3% | +215.9% | +109.4% | +165.6% |
| All | +2,331.5% | +3,925.9% | -1,594.4% | +967.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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