-33.5%
RDDT vs JCI
+37.7%
-71.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +1.0% | +3.8% | -2.9% | +0.6% |
| 30D | -0.5% | -5.7% | +5.2% | +0.1% |
| 3M | -16.0% | -1.4% | -14.6% | -15.8% |
| 6M | +4.9% | +4.1% | +0.7% | +3.9% |
| YTD | -32.8% | +21.7% | -54.6% | -35.8% |
| 1Y | -33.5% | +36.1% | -69.6% | -43.1% |
| All | -33.5% | +37.7% | -71.1% | -43.1% |
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 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