+37.1%
JCI vs RVTY
+43.7%
-6.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.8% |
| 7D | +4.1% | -5.4% | +9.5% | +4.4% |
| 30D | -3.8% | +6.7% | -10.6% | -4.3% |
| 3M | -1.6% | +19.0% | -20.7% | -3.3% |
| 6M | +9.5% | +34.6% | -25.1% | +5.7% |
| YTD | +21.7% | +28.3% | -6.5% | +16.8% |
| 1Y | +37.1% | +46.0% | -8.9% | +29.7% |
| All | +37.1% | +43.7% | -6.5% | +29.7% |
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