-35.9%
DOW vs JCI
+111.9%
-147.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.0% | +4.1% | -10.1% | -7.4% |
| 30D | -2.7% | -3.8% | +1.1% | -1.5% |
| 3M | -10.5% | -1.6% | -8.8% | -10.6% |
| 6M | -12.4% | +9.5% | -22.0% | -16.9% |
| YTD | +30.0% | +21.7% | +8.3% | +17.4% |
| 1Y | +27.8% | +37.1% | -9.3% | +9.2% |
| 3Y | -34.9% | +165.2% | -200.1% | -59.1% |
| 5Y | -35.9% | +110.3% | -146.2% | -58.3% |
| All | -35.9% | +111.9% | -147.8% | -58.3% |
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