+54.2%
RGTI vs JCI
+157.8%
-103.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.2% |
| 7D | +0.5% | +0.7% | -0.3% | -0.2% |
| 30D | -17.1% | -4.4% | -12.7% | -13.8% |
| 3M | -26.0% | +1.7% | -27.7% | -27.1% |
| 6M | -9.9% | +8.8% | -18.7% | -17.2% |
| YTD | -31.1% | +22.6% | -53.7% | -44.2% |
| 1Y | -8.5% | +36.2% | -44.7% | -32.6% |
| 3Y | +652.2% | +168.0% | +484.2% | +212.8% |
| 5Y | +56.8% | +113.5% | -56.7% | -29.7% |
| All | +54.2% | +157.8% | -103.6% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling