+288.2%
JCI vs RY
+354.4%
-66.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.0% |
| 7D | -5.9% | -0.6% | -5.3% | -5.6% |
| 30D | -10.4% | +6.1% | -16.5% | -14.5% |
| 3M | -6.1% | -3.4% | -2.7% | -3.9% |
| 6M | +1.7% | +12.8% | -11.1% | -7.8% |
| YTD | +18.9% | +21.0% | -2.1% | +2.0% |
| 1Y | +16.1% | +40.5% | -24.3% | -11.2% |
| 3Y | +187.8% | +159.9% | +27.9% | +34.4% |
| 5Y | +103.2% | +125.0% | -21.8% | +5.9% |
| 10Y | +288.2% | +350.6% | -62.4% | +26.8% |
| All | +288.2% | +354.4% | -66.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling