+4,404.4%
DELL vs JCI
+348.5%
+4,055.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.7% | +10.6% |
| 7D | +8.2% | +0.7% | +7.5% | +7.9% |
| 30D | +17.1% | -4.4% | +21.5% | +20.5% |
| 3M | +45.2% | +1.7% | +43.5% | +44.1% |
| 6M | +286.8% | +8.8% | +278.0% | +265.6% |
| YTD | +354.8% | +22.6% | +332.1% | +299.6% |
| 1Y | +358.3% | +36.2% | +322.0% | +277.5% |
| 3Y | +724.9% | +168.0% | +556.9% | +363.4% |
| 5Y | +1,193.7% | +113.5% | +1,080.2% | +700.0% |
| All | +4,404.4% | +348.5% | +4,055.9% | +1,674.3% |
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 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