+305.1%
JCI vs RVMD
+634.9%
-329.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +1.9% | +39.6% | -37.7% | -2.0% |
| 6M | +11.2% | +110.7% | -99.5% | +0.7% |
| YTD | +22.9% | +160.3% | -137.3% | +7.4% |
| 1Y | +37.4% | +404.9% | -367.5% | +9.6% |
| 3Y | +167.8% | +545.5% | -377.6% | +101.2% |
| 5Y | +115.0% | +584.7% | -469.6% | +52.1% |
| All | +305.1% | +634.9% | -329.8% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling