-25.1%
RCL vs JCI
+37.7%
-62.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.9% |
| 7D | -5.1% | +3.8% | -8.9% | -6.6% |
| 30D | -19.0% | -5.7% | -13.3% | -17.1% |
| 3M | -9.6% | -1.4% | -8.2% | -9.5% |
| 6M | -6.7% | +4.1% | -10.8% | -9.7% |
| YTD | -3.9% | +21.7% | -25.7% | -12.8% |
| 1Y | -25.1% | +36.1% | -61.2% | -34.8% |
| All | -25.1% | +37.7% | -62.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling