-2.4%
RKT vs JCI
-8.7%
+6.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -5.5% |
| 7D | -7.5% | +8.4% | -15.9% | -4.9% |
| 30D | +26.6% | -8.9% | +35.5% | +22.6% |
| 3M | -2.4% | -6.4% | +4.0% | -5.2% |
| All | -2.4% | -8.7% | +6.2% | -5.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling