+1,830.8%
JCI vs RY
+11,573.6%
-9,742.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +3.8% | +3.1% | +0.7% | +2.0% |
| 30D | -5.7% | -0.3% | -5.3% | -5.5% |
| 3M | -1.4% | +8.7% | -10.1% | -6.0% |
| 6M | +4.1% | +28.5% | -24.4% | -9.7% |
| YTD | +21.7% | +25.1% | -3.4% | +7.1% |
| 1Y | +36.1% | +46.3% | -10.2% | +9.6% |
| 3Y | +154.4% | +154.9% | -0.5% | +49.0% |
| 5Y | +112.0% | +140.3% | -28.3% | +28.7% |
| 10Y | +322.2% | +377.0% | -54.8% | +77.9% |
| All | +1,830.8% | +11,573.6% | -9,742.8% | +81.0% |
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