+2,307.7%
JCI vs RVTY
+2,416.7%
-108.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -5.7% | +13.2% | -18.9% | -9.1% |
| 3M | -1.4% | +27.2% | -28.6% | -8.3% |
| 6M | +4.1% | +32.4% | -28.3% | -4.9% |
| YTD | +21.7% | +34.9% | -13.1% | +10.0% |
| 1Y | +36.1% | +52.4% | -16.2% | +18.2% |
| 3Y | +154.4% | +12.3% | +142.2% | +134.9% |
| 5Y | +112.0% | -30.8% | +142.9% | +121.1% |
| 10Y | +322.2% | +150.7% | +171.5% | +200.6% |
| All | +2,307.7% | +2,416.7% | -108.9% | +751.0% |
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