+267.4%
RTX vs JCI
+291.9%
-24.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.1% |
| 7D | +4.8% | +3.2% | +1.6% | +3.3% |
| 30D | +6.5% | -8.6% | +15.1% | +10.1% |
| 3M | -9.6% | -7.7% | -1.9% | -7.3% |
| 6M | +12.3% | -2.6% | +14.9% | +11.1% |
| YTD | +9.5% | +17.4% | -7.9% | -2.1% |
| 1Y | +15.8% | +16.9% | -1.1% | +3.7% |
| 3Y | +157.0% | +186.7% | -29.7% | +35.7% |
| 5Y | +148.8% | +95.4% | +53.4% | +60.0% |
| All | +267.4% | +291.9% | -24.5% | +28.5% |
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