+99.9%
JCI vs RVTY
-11.6%
+111.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +8.4% | +4.1% | +4.3% | +7.3% |
| 30D | -8.9% | +1.3% | -10.2% | -9.1% |
| 3M | -6.4% | +33.3% | -39.7% | -13.5% |
| 6M | +1.6% | +58.3% | -56.7% | -10.9% |
| YTD | +20.1% | +62.7% | -42.6% | +3.1% |
| 1Y | +17.2% | +67.2% | -50.0% | -0.4% |
| 3Y | +190.7% | +87.3% | +103.4% | +130.4% |
| 5Y | +99.9% | -13.4% | +113.3% | +102.3% |
| All | +99.9% | -11.6% | +111.5% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling