+283.9%
RTX vs JCI
+323.6%
-39.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.6% | +4.1% | -5.7% | -3.4% |
| 30D | -11.6% | -3.8% | -7.7% | -10.1% |
| 3M | +9.2% | -1.6% | +10.8% | +9.2% |
| 6M | -4.4% | +9.5% | -13.9% | -9.9% |
| YTD | +8.9% | +21.7% | -12.8% | -3.1% |
| 1Y | +32.1% | +37.1% | -5.0% | +10.2% |
| 3Y | +151.2% | +165.2% | -13.9% | +41.6% |
| 5Y | +162.9% | +110.3% | +52.6% | +63.9% |
| 10Y | +283.9% | +341.0% | -57.1% | +34.1% |
| All | +283.9% | +323.6% | -39.6% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling