+175.9%
JCI vs D
+79.5%
+96.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | -9.4% | +3.0% | -12.4% | -9.7% |
| 30D | -13.4% | +11.5% | -24.9% | -14.6% |
| 3M | -12.4% | +3.7% | -16.1% | -12.7% |
| 6M | -5.1% | +13.5% | -18.7% | -7.1% |
| YTD | +13.7% | +20.7% | -7.0% | +10.2% |
| 1Y | +11.4% | +18.2% | -6.8% | +8.3% |
| 3Y | +175.9% | +73.3% | +102.6% | +144.8% |
| All | +175.9% | +79.5% | +96.4% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling