-22.5%
DIS vs JCI
+96.3%
-118.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +1.9% | +3.2% | -1.3% | +0.9% |
| 30D | +9.2% | -8.6% | +17.8% | +11.6% |
| 3M | +13.5% | -7.7% | +21.3% | +15.3% |
| 6M | +14.3% | -2.6% | +16.9% | +12.7% |
| YTD | +5.4% | +17.4% | -12.0% | -4.5% |
| 1Y | +12.2% | +16.9% | -4.8% | +1.7% |
| 3Y | +37.2% | +186.7% | -149.6% | -19.5% |
| All | -22.5% | +96.3% | -118.8% | -49.2% |
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