-8.9%
DASH vs JCI
+248.1%
-257.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.4% |
| 7D | -4.1% | +8.4% | -12.5% | -8.2% |
| 30D | -10.6% | -8.9% | -1.7% | -7.0% |
| 3M | -18.8% | -6.4% | -12.3% | -17.2% |
| 6M | +11.2% | +1.6% | +9.6% | +6.3% |
| YTD | -23.8% | +20.1% | -43.9% | -36.3% |
| 1Y | -12.2% | +17.2% | -29.4% | -25.5% |
| 3Y | +97.3% | +190.7% | -93.4% | -19.5% |
| 5Y | -29.8% | +99.9% | -129.7% | -65.5% |
| All | -8.9% | +248.1% | -257.0% | -66.4% |
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 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