+54,893.9%
DHR vs JCI
+2,331.5%
+52,562.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -3.9% | +3.8% | -7.7% | -4.8% |
| 30D | +4.0% | -5.7% | +9.7% | +5.3% |
| 3M | +11.5% | -1.4% | +12.9% | +11.3% |
| 6M | +1.9% | +4.1% | -2.3% | 0.0% |
| YTD | -8.9% | +21.7% | -30.6% | -14.0% |
| 1Y | +5.1% | +36.1% | -31.0% | -3.6% |
| 3Y | -10.3% | +154.4% | -164.7% | -30.0% |
| 5Y | -27.8% | +112.0% | -139.8% | -41.7% |
| 10Y | +203.6% | +322.2% | -118.6% | +104.6% |
| All | +54,893.9% | +2,331.5% | +52,562.3% | +18,611.9% |
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 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