-5.4%
RKT vs JCI
+96.3%
-101.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -9.0% | +3.2% | -12.1% | -10.1% |
| 30D | +30.2% | -8.6% | +38.8% | +33.4% |
| 3M | -8.8% | -7.7% | -1.1% | -7.3% |
| 6M | -0.9% | -2.6% | +1.6% | -2.5% |
| YTD | -29.2% | +17.4% | -46.5% | -36.7% |
| 1Y | -20.1% | +16.9% | -37.0% | -28.5% |
| 3Y | +81.3% | +186.7% | -105.4% | -8.7% |
| All | -5.4% | +96.3% | -101.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling