+162.1%
JCI vs RVMD
+536.1%
-373.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | -7.7% | -1.1% | -6.7% | -7.7% |
| 3M | +2.8% | +41.0% | -38.3% | -0.5% |
| 6M | +7.2% | +105.7% | -98.4% | -0.6% |
| YTD | +20.0% | +155.3% | -135.3% | +7.4% |
| 1Y | +33.3% | +402.7% | -369.5% | +8.3% |
| All | +162.1% | +536.1% | -373.9% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling