+408.3%
JCI vs DBX
+22.6%
+385.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +2.0% |
| 7D | +0.7% | +2.1% | -1.4% | +0.4% |
| 30D | -4.4% | +5.7% | -10.2% | -5.5% |
| 3M | +1.7% | +31.8% | -30.1% | -3.7% |
| 6M | +8.8% | +37.5% | -28.7% | +1.3% |
| YTD | +22.6% | +27.9% | -5.3% | +15.7% |
| 1Y | +36.2% | +15.0% | +21.2% | +31.0% |
| 3Y | +168.0% | +27.2% | +140.8% | +148.0% |
| 5Y | +113.5% | +12.8% | +100.7% | +96.3% |
| All | +408.3% | +22.6% | +385.6% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DBX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling