-31.9%
DIS vs JCI
+95.9%
-127.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | +5.2% | -9.4% | +14.6% | +8.2% |
| 30D | +11.5% | -13.4% | +24.9% | +15.9% |
| 3M | +11.5% | -12.4% | +23.9% | +15.1% |
| 6M | +8.9% | -5.1% | +14.0% | +8.2% |
| YTD | +3.4% | +13.7% | -10.3% | -5.3% |
| 1Y | +7.2% | +11.4% | -4.2% | -1.0% |
| 3Y | +43.3% | +175.9% | -132.6% | -14.3% |
| All | -31.9% | +95.9% | -127.8% | -56.4% |
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