+352.9%
JCI vs RSG
+2,005.0%
-1,652.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.1% | -0.7% | +5.9% | +5.4% |
| 30D | -3.8% | +3.3% | -7.1% | -4.9% |
| 3M | +1.9% | +8.5% | -6.6% | -1.3% |
| 6M | +11.2% | -3.5% | +14.7% | +11.6% |
| YTD | +22.9% | +5.5% | +17.5% | +19.7% |
| 1Y | +37.4% | -1.7% | +39.1% | +36.7% |
| 3Y | +167.8% | +56.9% | +110.9% | +126.9% |
| 5Y | +115.0% | +89.4% | +25.6% | +71.0% |
| 10Y | +325.3% | +412.5% | -87.2% | +152.6% |
| All | +352.9% | +2,005.0% | -1,652.1% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling