-99.9%
DFNS vs JCI
+169.7%
-269.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | +0.4% |
| 7D | +0.8% | +5.1% | -4.3% | +6.7% |
| 30D | -73.2% | -3.8% | -69.4% | -74.6% |
| 3M | -72.4% | +1.9% | -74.3% | -70.4% |
| 6M | -95.2% | +11.2% | -106.4% | -94.2% |
| YTD | -98.0% | +22.9% | -120.9% | -97.2% |
| 1Y | -98.3% | +37.4% | -135.6% | -97.2% |
| 3Y | -99.9% | +167.8% | -267.7% | -99.6% |
| All | -99.9% | +169.7% | -269.5% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling