-99.9%
DFNS vs JCI
+345.1%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -5.2% |
| 7D | +4.6% | +4.1% | +0.6% | +7.0% |
| 30D | -73.9% | -3.8% | -70.0% | -74.5% |
| 3M | -71.7% | -1.6% | -70.1% | -71.2% |
| 6M | -94.6% | +9.5% | -104.1% | -94.0% |
| YTD | -98.1% | +21.7% | -119.8% | -97.7% |
| 1Y | -98.3% | +37.1% | -135.4% | -97.9% |
| 3Y | -99.9% | +165.2% | -265.1% | -99.8% |
| 5Y | -99.9% | +110.3% | -210.2% | -99.8% |
| All | -99.9% | +345.1% | -445.0% | -99.8% |
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