+126.0%
DUK vs JCI
+348.5%
-222.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -2.4% | -4.4% | +2.0% | -1.6% |
| 3M | -3.0% | +1.7% | -4.7% | -3.6% |
| 6M | -6.6% | +8.8% | -15.3% | -8.8% |
| YTD | +4.6% | +22.6% | -18.1% | -0.9% |
| 1Y | +1.2% | +36.2% | -35.0% | -6.6% |
| 3Y | +45.7% | +168.0% | -122.3% | +9.9% |
| 5Y | +40.3% | +113.5% | -73.2% | +10.8% |
| All | +126.0% | +348.5% | -222.5% | +28.4% |
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 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