+2,149.4%
JCI vs D
+2,450.0%
-300.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | -9.4% | +3.0% | -12.4% | -10.5% |
| 30D | -13.4% | +11.5% | -24.9% | -17.2% |
| 3M | -12.4% | +3.7% | -16.1% | -14.0% |
| 6M | -5.1% | +13.5% | -18.7% | -10.5% |
| YTD | +13.7% | +20.7% | -7.0% | +4.8% |
| 1Y | +11.4% | +18.2% | -6.8% | +3.3% |
| 3Y | +175.9% | +73.3% | +102.6% | +116.6% |
| 5Y | +98.4% | +12.3% | +86.1% | +81.9% |
| 10Y | +311.2% | +43.4% | +267.8% | +231.2% |
| All | +2,149.4% | +2,450.0% | -300.6% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling