-100.0%
DFNS vs JCI
+335.8%
-435.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.8% | -7.8% | -0.6% |
| 7D | -42.8% | -3.4% | -39.4% | -44.5% |
| 30D | -67.6% | -10.1% | -57.4% | -69.7% |
| 3M | -94.9% | -6.8% | -88.1% | -95.1% |
| 6M | -96.7% | +2.0% | -98.7% | -96.6% |
| YTD | -99.6% | +19.2% | -118.8% | -99.6% |
| 1Y | -99.7% | +16.7% | -116.5% | -99.7% |
| 3Y | -100.0% | +194.3% | -294.3% | -100.0% |
| 5Y | -100.0% | +103.0% | -203.0% | -100.0% |
| All | -100.0% | +335.8% | -435.8% | -100.0% |
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