-24.1%
RKT vs JCI
+319.8%
-344.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.5% |
| 7D | -7.5% | +8.4% | -15.9% | -10.3% |
| 30D | +26.6% | -8.9% | +35.5% | +29.9% |
| 3M | -2.4% | -6.4% | +4.0% | -1.4% |
| 6M | -7.4% | +1.6% | -9.0% | -10.3% |
| YTD | -29.2% | +20.1% | -49.3% | -36.7% |
| 1Y | -23.5% | +17.2% | -40.8% | -30.9% |
| 3Y | +73.9% | +190.7% | -116.8% | -4.8% |
| 5Y | -6.6% | +99.9% | -106.5% | -43.7% |
| All | -24.1% | +319.8% | -344.0% | -70.3% |
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