+114.4%
JCI vs RSG
+89.9%
+24.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -4.4% | +4.0% | -8.4% | -5.9% |
| 3M | +1.7% | +7.4% | -5.7% | -1.8% |
| 6M | +8.8% | +0.1% | +8.7% | +8.1% |
| YTD | +22.6% | +6.0% | +16.6% | +18.2% |
| 1Y | +36.2% | -3.0% | +39.2% | +37.2% |
| 3Y | +168.0% | +56.5% | +111.5% | +100.1% |
| All | +114.4% | +89.9% | +24.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling