+10,266.7%
RTX vs JCI
+2,331.5%
+7,935.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -5.2% | +3.8% | -9.0% | -6.1% |
| 30D | -9.4% | -5.7% | -3.7% | -8.0% |
| 3M | +12.3% | -1.4% | +13.7% | +12.3% |
| 6M | -3.1% | +4.1% | -7.3% | -4.9% |
| YTD | +10.7% | +21.7% | -11.1% | +3.9% |
| 1Y | +28.4% | +36.1% | -7.7% | +16.7% |
| 3Y | +147.1% | +154.4% | -7.4% | +86.2% |
| 5Y | +167.2% | +112.0% | +55.2% | +108.7% |
| 10Y | +274.7% | +322.2% | -47.5% | +143.1% |
| All | +10,266.7% | +2,331.5% | +7,935.2% | +3,219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling