+64.1%
DIA vs JCI
+119.7%
-55.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +0.1% | +5.1% | -5.1% | -1.5% |
| 30D | -2.1% | -3.8% | +1.8% | -1.0% |
| 3M | +4.2% | +1.9% | +2.3% | +3.1% |
| 6M | +11.9% | +11.2% | +0.7% | +7.2% |
| YTD | +10.8% | +22.9% | -12.1% | +2.3% |
| 1Y | +17.5% | +37.4% | -19.9% | +4.0% |
| 3Y | +59.9% | +167.8% | -107.9% | +9.7% |
| 5Y | +64.1% | +115.0% | -50.9% | +18.3% |
| All | +64.1% | +119.7% | -55.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling