-98.2%
DFNS vs JCI
+33.3%
-131.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -73.1% | -7.7% | -65.4% | -72.9% |
| 3M | -71.4% | +2.8% | -74.1% | -72.0% |
| 6M | -93.8% | +7.2% | -101.1% | -94.3% |
| YTD | -98.0% | +20.0% | -118.0% | -98.4% |
| 1Y | -98.2% | +33.3% | -131.4% | -98.8% |
| All | -98.2% | +33.3% | -131.5% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling