+111.9%
JCI vs DBX
+7.0%
+104.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.5% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -3.8% | 0.0% | -3.8% | -4.0% |
| 3M | -1.6% | +26.1% | -27.7% | -7.1% |
| 6M | +9.5% | +29.4% | -19.8% | +1.8% |
| YTD | +21.7% | +24.4% | -2.7% | +14.1% |
| 1Y | +37.1% | +10.9% | +26.3% | +32.7% |
| 3Y | +165.2% | +24.1% | +141.1% | +138.6% |
| All | +111.9% | +7.0% | +104.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling