+2,420.3%
JCI vs DAR
+1,400.9%
+1,019.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +4.4% |
| 7D | -3.4% | -2.8% | -0.7% | -3.2% |
| 30D | -10.1% | -12.8% | +2.7% | -9.1% |
| 3M | -6.8% | -11.6% | +4.8% | -6.0% |
| 6M | +2.0% | -16.8% | +18.8% | +3.3% |
| YTD | +19.2% | +45.9% | -26.7% | +15.3% |
| 1Y | +16.7% | +61.5% | -44.7% | +11.9% |
| 3Y | +194.3% | +23.0% | +171.4% | +185.3% |
| 5Y | +103.0% | -35.8% | +138.9% | +105.7% |
| 10Y | +301.7% | +280.4% | +21.4% | +257.0% |
| All | +2,420.3% | +1,400.9% | +1,019.4% | +1,968.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling