+293.5%
JCI vs D
+48.0%
+245.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.6% |
| 30D | -8.6% | +7.7% | -16.3% | -11.1% |
| 3M | -7.7% | -0.3% | -7.5% | -8.0% |
| 6M | -2.6% | +10.1% | -12.6% | -6.4% |
| YTD | +17.4% | +19.1% | -1.7% | +9.6% |
| 1Y | +16.9% | +15.9% | +1.0% | +10.1% |
| 3Y | +186.7% | +75.0% | +111.7% | +128.1% |
| 5Y | +95.4% | +13.4% | +82.0% | +81.5% |
| All | +293.5% | +48.0% | +245.5% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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