+636.7%
DELL vs JCI
+159.5%
+477.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -4.3% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +14.9% | -7.7% | +22.6% | +21.4% |
| 3M | +37.2% | +2.8% | +34.5% | +34.8% |
| 6M | +254.0% | +7.2% | +246.7% | +233.2% |
| YTD | +306.1% | +20.0% | +286.2% | +251.1% |
| 1Y | +312.3% | +33.3% | +279.0% | +228.3% |
| All | +636.7% | +159.5% | +477.1% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling