+1,129.1%
DIA vs JCI
+550.4%
+578.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -0.2% | +3.8% | -4.0% | -1.1% |
| 30D | -1.5% | -5.7% | +4.1% | -0.2% |
| 3M | +3.8% | -1.4% | +5.2% | +3.8% |
| 6M | +10.3% | +4.1% | +6.1% | +8.6% |
| YTD | +12.1% | +21.7% | -9.7% | +6.2% |
| 1Y | +18.6% | +36.1% | -17.5% | +9.2% |
| 3Y | +60.6% | +154.4% | -93.8% | +26.1% |
| 5Y | +64.4% | +112.0% | -47.6% | +33.3% |
| 10Y | +250.1% | +322.2% | -72.1% | +139.3% |
| All | +1,129.1% | +550.4% | +578.7% | +470.9% |
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