+330.8%
JCI vs DD
+67.0%
+263.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.8% |
| 30D | -7.7% | -11.5% | +3.8% | -2.3% |
| 3M | +2.8% | -5.4% | +8.2% | +5.2% |
| 6M | +7.2% | -6.9% | +14.2% | +10.4% |
| YTD | +20.0% | +6.9% | +13.1% | +15.1% |
| 1Y | +33.3% | +35.6% | -2.4% | +13.6% |
| 3Y | +161.3% | +42.5% | +118.8% | +111.0% |
| 5Y | +108.8% | +58.5% | +50.3% | +57.0% |
| All | +330.8% | +67.0% | +263.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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