+330.8%
JCI vs RUN
+43.4%
+287.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.3% |
| 7D | +0.4% | -3.4% | +3.8% | +0.7% |
| 30D | -7.7% | -14.0% | +6.2% | -6.4% |
| 3M | +2.8% | -27.5% | +30.2% | +5.6% |
| 6M | +7.2% | -29.0% | +36.2% | +10.0% |
| YTD | +20.0% | -53.1% | +73.1% | +26.3% |
| 1Y | +33.3% | -46.7% | +80.0% | +37.6% |
| 3Y | +161.3% | -38.3% | +199.6% | +135.0% |
| 5Y | +108.8% | -80.7% | +189.5% | +102.5% |
| All | +330.8% | +43.4% | +287.5% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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