+1,107.0%
DIA vs JCI
+526.9%
+580.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +1.5% | -8.6% | +10.1% | +3.3% |
| 3M | -2.4% | -7.7% | +5.3% | -1.0% |
| 6M | +6.0% | -2.6% | +8.5% | +5.7% |
| YTD | +10.1% | +17.4% | -7.3% | +4.7% |
| 1Y | +11.8% | +16.9% | -5.1% | +6.4% |
| 3Y | +59.7% | +186.7% | -127.0% | +21.5% |
| 5Y | +57.9% | +95.4% | -37.5% | +30.0% |
| 10Y | +236.2% | +292.7% | -56.5% | +132.7% |
| All | +1,107.0% | +526.9% | +580.1% | +463.0% |
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