+319.1%
DELL vs JCI
+37.7%
+281.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.5% |
| 7D | +14.9% | +3.8% | +11.0% | +12.5% |
| 30D | +13.3% | -5.7% | +18.9% | +16.7% |
| 3M | +24.4% | -1.4% | +25.8% | +24.8% |
| 6M | +258.0% | +4.1% | +253.9% | +250.3% |
| YTD | +320.2% | +21.7% | +298.4% | +277.7% |
| 1Y | +319.1% | +36.1% | +282.9% | +256.6% |
| All | +319.1% | +37.7% | +281.4% | +256.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling