+36.1%
JCI vs RVTY
+57.1%
-21.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.8% |
| 30D | -5.7% | +13.2% | -18.9% | -6.5% |
| 3M | -1.4% | +27.2% | -28.6% | -3.5% |
| 6M | +4.1% | +32.4% | -28.3% | +0.6% |
| YTD | +21.7% | +34.9% | -13.1% | +16.4% |
| 1Y | +36.1% | +52.4% | -16.2% | +28.6% |
| All | +36.1% | +57.1% | -21.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling