+325.3%
JCI vs D
+35.9%
+289.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.1% | +0.8% | +4.3% | +4.9% |
| 30D | -3.8% | -0.7% | -3.1% | -3.6% |
| 3M | +1.9% | +2.1% | -0.2% | +1.1% |
| 6M | +11.2% | +6.8% | +4.4% | +8.2% |
| YTD | +22.9% | +16.5% | +6.4% | +16.1% |
| 1Y | +37.4% | +19.2% | +18.2% | +28.5% |
| 3Y | +167.8% | +61.9% | +106.0% | +119.6% |
| 5Y | +115.0% | +6.5% | +108.5% | +105.0% |
| 10Y | +325.3% | +35.3% | +290.0% | +279.2% |
| All | +325.3% | +35.9% | +289.4% | +279.2% |
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