+108.8%
JCI vs RVMD
+560.0%
-451.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | +0.4% | -3.6% | +4.0% | +0.8% |
| 30D | -7.7% | -1.1% | -6.7% | -7.6% |
| 3M | +2.8% | +41.0% | -38.3% | -1.1% |
| 6M | +7.2% | +105.7% | -98.4% | -2.2% |
| YTD | +20.0% | +155.3% | -135.3% | +5.5% |
| 1Y | +33.3% | +402.7% | -369.5% | +6.7% |
| 3Y | +161.3% | +533.1% | -371.8% | +98.1% |
| 5Y | +108.8% | +583.5% | -474.8% | +46.2% |
| All | +108.8% | +560.0% | -451.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling