-39.4%
RDDT vs JCI
+36.0%
-75.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.4% |
| 7D | +2.1% | +0.7% | +1.4% | +2.1% |
| 30D | +2.8% | -4.4% | +7.3% | +3.4% |
| 3M | -8.9% | +1.7% | -10.6% | -9.1% |
| 6M | +15.1% | +8.8% | +6.3% | +13.4% |
| YTD | -31.4% | +22.6% | -54.0% | -34.6% |
| 1Y | -39.4% | +36.2% | -75.7% | -48.2% |
| All | -39.4% | +36.0% | -75.4% | -48.2% |
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