+304.1%
JCI vs RVMD
+622.3%
-318.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | +1.7% | +36.5% | -34.9% | -2.0% |
| 6M | +8.8% | +104.6% | -95.8% | -1.2% |
| YTD | +22.6% | +155.8% | -133.2% | +7.3% |
| 1Y | +36.2% | +340.7% | -304.5% | +10.7% |
| 3Y | +168.0% | +519.9% | -351.9% | +102.3% |
| 5Y | +113.5% | +584.9% | -471.5% | +51.0% |
| All | +304.1% | +622.3% | -318.2% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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