+409.9%
JCI vs RUN
-34.8%
+444.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.6% | -0.9% |
| 7D | +8.4% | -13.7% | +22.1% | +9.8% |
| 30D | -8.9% | +9.4% | -18.3% | -10.0% |
| 3M | -6.4% | -13.4% | +7.0% | -5.8% |
| 6M | +1.6% | -39.6% | +41.2% | +5.2% |
| YTD | +20.1% | -53.7% | +73.8% | +25.3% |
| 1Y | +17.2% | -56.2% | +73.4% | +22.7% |
| 3Y | +190.7% | -9.7% | +200.5% | +155.3% |
| 5Y | +99.9% | -85.5% | +185.4% | +99.3% |
| 10Y | +301.8% | +66.7% | +235.1% | +209.5% |
| All | +409.9% | -34.8% | +444.7% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling