+193.4%
JCI vs RVTY
+88.5%
+104.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +8.4% | +4.1% | +4.3% | +7.5% |
| 30D | -8.9% | +1.3% | -10.2% | -9.0% |
| 3M | -6.4% | +33.3% | -39.7% | -11.9% |
| 6M | +1.6% | +58.3% | -56.7% | -8.5% |
| YTD | +20.1% | +62.7% | -42.6% | +6.1% |
| 1Y | +17.2% | +67.2% | -50.0% | +2.5% |
| All | +193.4% | +88.5% | +104.8% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling