-100.0%
DFNS vs JCI
+345.4%
-445.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.3% | +14.0% |
| 7D | -13.0% | +2.9% | -15.9% | -12.2% |
| 30D | -56.9% | -6.9% | -49.9% | -59.0% |
| 3M | -93.2% | -6.3% | -86.9% | -93.6% |
| 6M | -95.4% | +2.6% | -98.0% | -95.3% |
| YTD | -99.5% | +21.8% | -121.3% | -99.4% |
| 1Y | -99.6% | +19.6% | -119.3% | -99.6% |
| 3Y | -100.0% | +194.9% | -294.9% | -100.0% |
| 5Y | -100.0% | +108.1% | -208.1% | -99.9% |
| All | -100.0% | +345.4% | -445.4% | -99.9% |
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