+251.0%
DIA vs JCI
+323.6%
-72.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -1.2% | +4.1% | -5.3% | -2.8% |
| 30D | -2.7% | -3.8% | +1.1% | -1.3% |
| 3M | +3.3% | -1.6% | +4.9% | +3.4% |
| 6M | +10.4% | +9.5% | +0.9% | +5.2% |
| YTD | +10.0% | +21.7% | -11.7% | -0.1% |
| 1Y | +16.2% | +37.1% | -21.0% | -0.1% |
| 3Y | +58.7% | +165.2% | -106.4% | -0.2% |
| 5Y | +63.6% | +110.3% | -46.7% | +11.4% |
| 10Y | +251.0% | +341.0% | -90.0% | +53.7% |
| All | +251.0% | +323.6% | -72.5% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling