+143.3%
DELL vs JCI
+27.0%
+116.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.6% | -3.9% |
| 7D | -24.6% | -10.7% | -13.9% | -17.4% |
| 30D | -32.5% | -10.4% | -22.1% | -26.0% |
| 3M | -20.2% | -8.3% | -11.9% | -14.1% |
| 6M | +76.5% | -2.1% | +78.6% | +85.2% |
| YTD | +198.9% | +18.4% | +180.6% | +184.3% |
| 1Y | +143.3% | +27.7% | +115.7% | +125.3% |
| All | +143.3% | +27.0% | +116.3% | +125.3% |
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