+1,458.7%
DIS vs JCI
+2,331.5%
-872.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | -2.6% | +3.8% | -6.4% | -3.6% |
| 30D | +3.5% | -5.7% | +9.2% | +5.0% |
| 3M | +6.8% | -1.4% | +8.2% | +6.6% |
| 6M | +3.0% | +4.1% | -1.1% | +0.8% |
| YTD | -6.7% | +21.7% | -28.5% | -12.7% |
| 1Y | -10.1% | +36.1% | -46.2% | -18.5% |
| 3Y | +33.0% | +154.4% | -121.4% | +0.7% |
| 5Y | -40.0% | +112.0% | -152.0% | -52.7% |
| 10Y | +21.1% | +322.2% | -301.2% | -21.3% |
| All | +1,458.7% | +2,331.5% | -872.8% | +430.7% |
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