-100.0%
DFNS vs JCI
+334.7%
-434.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +12.7% |
| 7D | -37.0% | -5.9% | -31.1% | -39.7% |
| 30D | -63.4% | -10.4% | -53.0% | -65.9% |
| 3M | -94.1% | -6.1% | -88.0% | -94.3% |
| 6M | -96.3% | +1.7% | -98.0% | -96.2% |
| YTD | -99.6% | +18.9% | -118.4% | -99.5% |
| 1Y | -99.7% | +16.1% | -115.8% | -99.7% |
| 3Y | -100.0% | +187.8% | -287.8% | -100.0% |
| 5Y | -100.0% | +103.2% | -203.2% | -100.0% |
| All | -100.0% | +334.7% | -434.6% | -100.0% |
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