+302.6%
JCI vs DD
+98.3%
+204.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +8.4% | +6.7% | +1.7% | +5.2% |
| 30D | -8.9% | +19.4% | -28.3% | -16.3% |
| 3M | -6.4% | +7.6% | -14.1% | -9.8% |
| 6M | +1.6% | +2.9% | -1.3% | -0.1% |
| YTD | +20.1% | +29.9% | -9.8% | +5.0% |
| 1Y | +17.2% | +28.6% | -11.4% | +2.9% |
| 3Y | +190.7% | +90.0% | +100.7% | +105.0% |
| 5Y | +99.9% | +68.1% | +31.7% | +46.6% |
| All | +302.6% | +98.3% | +204.3% | +153.5% |
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