+2,563.5%
DUK vs JCI
+2,355.5%
+208.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +0.7% | +5.1% | -4.4% | +0.1% |
| 30D | -2.0% | -3.8% | +1.8% | -1.6% |
| 3M | +0.2% | +1.9% | -1.7% | -0.2% |
| 6M | -6.9% | +11.2% | -18.1% | -8.5% |
| YTD | +6.1% | +22.9% | -16.8% | +2.9% |
| 1Y | +4.4% | +37.4% | -32.9% | -0.3% |
| 3Y | +49.1% | +167.8% | -118.7% | +29.3% |
| 5Y | +39.6% | +115.0% | -75.5% | +23.4% |
| 10Y | +125.1% | +325.3% | -200.2% | +80.1% |
| All | +2,563.5% | +2,355.5% | +208.0% | +1,416.5% |
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