+351.3%
DAL vs JCI
+320.4%
+30.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.6% |
| 7D | +0.1% | +3.8% | -3.7% | -2.3% |
| 30D | -13.9% | -5.7% | -8.3% | -10.7% |
| 3M | +1.1% | -1.4% | +2.5% | +1.4% |
| 6M | +26.2% | +4.1% | +22.1% | +21.5% |
| YTD | +16.4% | +21.7% | -5.3% | +0.7% |
| 1Y | +33.9% | +36.1% | -2.3% | +7.6% |
| 3Y | +93.4% | +154.4% | -61.1% | +3.0% |
| 5Y | +106.4% | +112.0% | -5.7% | +21.0% |
| 10Y | +143.0% | +322.2% | -179.3% | -7.3% |
| All | +351.3% | +320.4% | +30.9% | -14.4% |
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