+307.6%
JCI vs DAR
+290.1%
+17.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.0% |
| 7D | +2.9% | +3.6% | -0.7% | +1.9% |
| 30D | -6.9% | -11.3% | +4.3% | -3.7% |
| 3M | -6.3% | -13.1% | +6.8% | -2.9% |
| 6M | +2.6% | -15.1% | +17.7% | +6.6% |
| YTD | +21.8% | +50.5% | -28.7% | +6.4% |
| 1Y | +19.6% | +57.9% | -38.3% | +2.7% |
| 3Y | +194.9% | +28.9% | +166.0% | +155.5% |
| 5Y | +108.1% | -31.4% | +139.6% | +114.7% |
| 10Y | +307.6% | +301.0% | +6.6% | +108.6% |
| All | +307.6% | +290.1% | +17.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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