+1,703.8%
JCI vs RY
+11,121.0%
-9,417.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.4% |
| 7D | -9.4% | -0.9% | -8.5% | -9.0% |
| 30D | -13.4% | +5.9% | -19.3% | -16.2% |
| 3M | -12.4% | -4.3% | -8.1% | -10.4% |
| 6M | -5.1% | +12.1% | -17.3% | -11.4% |
| YTD | +13.7% | +20.3% | -6.5% | +2.2% |
| 1Y | +11.4% | +41.0% | -29.6% | -8.6% |
| 3Y | +175.9% | +157.5% | +18.4% | +60.6% |
| 5Y | +98.4% | +123.2% | -24.8% | +25.3% |
| 10Y | +311.2% | +365.7% | -54.5% | +75.5% |
| All | +1,703.8% | +11,121.0% | -9,417.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling