+340.5%
JCI vs RSG
+428.9%
-88.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +1.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -4.4% | +4.0% | -8.4% | -6.6% |
| 3M | +1.7% | +7.4% | -5.7% | -3.3% |
| 6M | +8.8% | +0.1% | +8.7% | +7.2% |
| YTD | +22.6% | +6.0% | +16.6% | +16.3% |
| 1Y | +36.2% | -3.0% | +39.2% | +36.2% |
| 3Y | +168.0% | +56.5% | +111.5% | +89.2% |
| 5Y | +113.5% | +90.9% | +22.5% | +28.8% |
| All | +340.5% | +428.9% | -88.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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