+4,770.1%
DELL vs JCI
+342.6%
+4,427.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +25.6% | +5.1% | +20.5% | +22.0% |
| 30D | +17.7% | -3.8% | +21.5% | +20.2% |
| 3M | +33.4% | +1.9% | +31.5% | +32.0% |
| 6M | +266.2% | +11.2% | +255.0% | +241.4% |
| YTD | +328.0% | +22.9% | +305.1% | +275.4% |
| 1Y | +339.6% | +37.4% | +302.2% | +260.4% |
| 3Y | +694.6% | +167.8% | +526.8% | +348.1% |
| 5Y | +1,122.0% | +115.0% | +1,007.0% | +654.6% |
| 10Y | +4,062.5% | +325.3% | +3,737.2% | +1,578.7% |
| All | +4,770.1% | +342.6% | +4,427.5% | +1,849.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling