-45.7%
RDDT vs JCI
+27.0%
-72.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.3% | +12.2% | +6.6% |
| 7D | -24.4% | -10.7% | -13.7% | -23.1% |
| 30D | -32.3% | -10.4% | -21.9% | -31.0% |
| 3M | -36.3% | -8.3% | -28.0% | -35.0% |
| 6M | -39.7% | -2.1% | -37.6% | -37.8% |
| YTD | -55.7% | +18.4% | -74.0% | -54.0% |
| 1Y | -45.7% | +27.7% | -73.4% | -45.6% |
| All | -45.7% | +27.0% | -72.8% | -45.6% |
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