+2,307.7%
JCI vs D
+2,347.4%
-39.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -5.7% | -3.6% | -2.1% | -4.4% |
| 3M | -1.4% | -1.0% | -0.4% | -1.2% |
| 6M | +4.1% | +6.3% | -2.1% | +1.1% |
| YTD | +21.7% | +14.7% | +7.0% | +14.9% |
| 1Y | +36.1% | +16.9% | +19.2% | +27.2% |
| 3Y | +154.4% | +56.8% | +97.6% | +108.1% |
| 5Y | +112.0% | +5.2% | +106.8% | +100.0% |
| 10Y | +322.2% | +35.9% | +286.4% | +248.6% |
| All | +2,307.7% | +2,347.4% | -39.7% | +548.4% |
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