-100.0%
DFNS vs JCI
+186.2%
-286.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -7.6% |
| 7D | -6.0% | +3.2% | -9.2% | -3.5% |
| 30D | -71.2% | -8.6% | -62.6% | -74.7% |
| 3M | -94.5% | -7.7% | -86.8% | -95.2% |
| 6M | -96.5% | -2.6% | -94.0% | -96.6% |
| YTD | -99.6% | +17.4% | -117.0% | -99.5% |
| 1Y | -99.7% | +16.9% | -116.6% | -99.6% |
| 3Y | -100.0% | +186.7% | -286.7% | -99.9% |
| All | -100.0% | +186.2% | -286.2% | -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 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