+2,221.0%
JCI vs RVTY
+2,885.1%
-664.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -8.6% | +1.5% | -10.1% | -8.9% |
| 3M | -7.7% | +31.5% | -39.2% | -14.9% |
| 6M | -2.6% | +62.7% | -65.2% | -15.8% |
| YTD | +17.4% | +60.0% | -42.6% | +0.8% |
| 1Y | +16.9% | +65.7% | -48.8% | -0.8% |
| 3Y | +186.7% | +85.2% | +101.5% | +130.6% |
| 5Y | +95.4% | -14.9% | +110.3% | +91.7% |
| 10Y | +292.7% | +211.9% | +80.9% | +162.7% |
| All | +2,221.0% | +2,885.1% | -664.1% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling