+341.0%
JCI vs DAR
+364.6%
-23.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | -3.8% | +7.4% | -11.3% | -6.1% |
| 3M | -1.6% | +15.7% | -17.3% | -6.3% |
| 6M | +9.5% | +30.0% | -20.5% | +0.4% |
| YTD | +21.7% | +87.5% | -65.8% | -0.1% |
| 1Y | +37.1% | +113.4% | -76.2% | +7.3% |
| 3Y | +165.2% | +15.3% | +149.9% | +141.1% |
| 5Y | +110.3% | -4.3% | +114.6% | +94.9% |
| 10Y | +341.0% | +380.2% | -39.2% | +113.3% |
| All | +341.0% | +364.6% | -23.6% | +113.3% |
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