+21.2%
DIS vs JCI
+328.4%
-307.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -1.1% | +5.1% | -6.2% | -3.2% |
| 30D | +0.1% | -3.8% | +4.0% | +1.6% |
| 3M | +7.1% | +1.9% | +5.2% | +5.2% |
| 6M | +4.3% | +11.2% | -6.9% | -2.3% |
| YTD | -6.9% | +22.9% | -29.9% | -17.1% |
| 1Y | -10.3% | +37.4% | -47.7% | -24.4% |
| 3Y | +32.8% | +167.8% | -135.0% | -20.7% |
| 5Y | -41.5% | +115.0% | -156.5% | -62.1% |
| 10Y | +21.2% | +325.3% | -304.1% | -49.1% |
| All | +21.2% | +328.4% | -307.3% | -49.1% |
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