+115.0%
JCI vs DAR
-8.5%
+123.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | -3.8% | +13.0% | -16.8% | -6.7% |
| 3M | +1.9% | +15.0% | -13.1% | -1.7% |
| 6M | +11.2% | +26.8% | -15.6% | +4.6% |
| YTD | +22.9% | +86.4% | -63.5% | +5.8% |
| 1Y | +37.4% | +115.1% | -77.7% | +13.6% |
| 3Y | +167.8% | +14.6% | +153.2% | +151.5% |
| 5Y | +115.0% | -8.8% | +123.8% | +105.4% |
| All | +115.0% | -8.5% | +123.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling