+28.4%
RTX vs JCI
+37.7%
-9.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -5.2% | +3.8% | -9.0% | -5.6% |
| 30D | -9.4% | -5.7% | -3.7% | -8.9% |
| 3M | +12.3% | -1.4% | +13.7% | +12.2% |
| 6M | -3.1% | +4.1% | -7.3% | -4.3% |
| YTD | +10.7% | +21.7% | -11.1% | +7.5% |
| 1Y | +28.4% | +36.1% | -7.7% | +22.0% |
| All | +28.4% | +37.7% | -9.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling