+4,549.4%
RCL vs JCI
+2,692.4%
+1,857.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.0% |
| 7D | -5.1% | +3.8% | -8.9% | -6.6% |
| 30D | -19.0% | -5.7% | -13.3% | -17.0% |
| 3M | -9.6% | -1.4% | -8.2% | -9.4% |
| 6M | -6.7% | +4.1% | -10.8% | -8.9% |
| YTD | -3.9% | +21.7% | -25.7% | -12.6% |
| 1Y | -25.1% | +36.1% | -61.2% | -35.3% |
| 3Y | +179.1% | +154.4% | +24.7% | +84.3% |
| 5Y | +243.3% | +112.0% | +131.3% | +146.3% |
| 10Y | +325.8% | +322.2% | +3.5% | +143.4% |
| All | +4,549.4% | +2,692.4% | +1,857.0% | +1,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling