+0.1%
DOW vs JCI
+345.4%
-345.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.8% |
| 7D | +5.2% | +3.2% | +2.0% | +3.4% |
| 30D | +13.2% | -8.6% | +21.8% | +17.4% |
| 3M | +10.1% | -7.7% | +17.8% | +12.8% |
| 6M | -13.1% | -2.6% | -10.5% | -14.9% |
| YTD | +46.1% | +17.4% | +28.8% | +25.3% |
| 1Y | +50.0% | +16.9% | +33.1% | +28.8% |
| 3Y | -20.2% | +186.7% | -207.0% | -64.0% |
| 5Y | -27.7% | +95.4% | -123.0% | -58.1% |
| All | +0.1% | +345.4% | -345.3% | -69.6% |
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