+288.2%
JCI vs DAR
+269.9%
+18.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.3% |
| 7D | -5.9% | -3.8% | -2.0% | -4.7% |
| 30D | -10.4% | -14.4% | +4.1% | -6.2% |
| 3M | -6.1% | -17.9% | +11.8% | -1.1% |
| 6M | +1.7% | -18.3% | +20.0% | +6.9% |
| YTD | +18.9% | +43.2% | -24.4% | +5.3% |
| 1Y | +16.1% | +57.7% | -41.6% | -0.3% |
| 3Y | +187.8% | +22.7% | +165.1% | +153.0% |
| 5Y | +103.2% | -34.0% | +137.2% | +111.9% |
| 10Y | +288.2% | +279.5% | +8.7% | +101.2% |
| All | +288.2% | +269.9% | +18.3% | +101.2% |
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