+81.3%
RKT vs JCI
+192.8%
-111.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.7% |
| 7D | -7.5% | +8.4% | -15.9% | -9.3% |
| 30D | +26.6% | -8.9% | +35.5% | +28.8% |
| 3M | -2.4% | -6.4% | +4.0% | -1.8% |
| 6M | -7.4% | +1.6% | -9.0% | -9.7% |
| YTD | -29.2% | +20.1% | -49.3% | -34.7% |
| 1Y | -23.5% | +17.2% | -40.8% | -29.0% |
| All | +81.3% | +192.8% | -111.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling