-7.1%
RKT vs JCI
+114.0%
-121.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +6.0% | +5.1% | +0.9% | +3.6% |
| 30D | +0.7% | -3.8% | +4.5% | +2.4% |
| 3M | +11.8% | +1.9% | +9.9% | +10.2% |
| 6M | -7.6% | +11.2% | -18.8% | -13.1% |
| YTD | -28.7% | +22.9% | -51.6% | -36.4% |
| 1Y | -32.6% | +37.4% | -69.9% | -43.4% |
| 3Y | +42.1% | +167.8% | -125.7% | -22.6% |
| All | -7.1% | +114.0% | -121.1% | -48.0% |
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