-99.9%
DFNS vs JCI
+345.2%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.7% |
| 7D | -16.0% | +3.8% | -19.8% | -14.1% |
| 30D | -77.7% | -5.7% | -72.0% | -78.6% |
| 3M | -77.2% | -1.4% | -75.8% | -76.8% |
| 6M | -95.2% | +4.1% | -99.3% | -94.9% |
| YTD | -98.0% | +21.7% | -119.7% | -97.6% |
| 1Y | -98.3% | +36.1% | -134.4% | -97.8% |
| 3Y | -99.9% | +154.4% | -254.3% | -99.8% |
| 5Y | -99.9% | +112.0% | -211.9% | -99.8% |
| All | -99.9% | +345.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling