+397.1%
JCI vs DBX
+20.9%
+376.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | -7.7% | +2.8% | -10.6% | -8.3% |
| 3M | +2.8% | +26.8% | -24.0% | -2.0% |
| 6M | +7.2% | +32.8% | -25.5% | +0.6% |
| YTD | +20.0% | +26.1% | -6.1% | +13.4% |
| 1Y | +33.3% | +14.1% | +19.1% | +28.3% |
| 3Y | +161.3% | +25.7% | +135.6% | +142.3% |
| 5Y | +108.8% | +11.2% | +97.6% | +92.5% |
| All | +397.1% | +20.9% | +376.3% | +305.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling