+1,145.9%
DELL vs JCI
+111.7%
+1,034.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.7% | +10.5% |
| 7D | +8.2% | +0.7% | +7.5% | +7.9% |
| 30D | +17.1% | -4.4% | +21.5% | +20.8% |
| 3M | +45.2% | +1.7% | +43.5% | +43.9% |
| 6M | +286.8% | +8.8% | +278.0% | +263.3% |
| YTD | +354.8% | +22.6% | +332.1% | +293.9% |
| 1Y | +358.3% | +36.2% | +322.0% | +269.2% |
| 3Y | +724.9% | +168.0% | +556.9% | +341.6% |
| All | +1,145.9% | +111.7% | +1,034.2% | +599.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling