+108.1%
JCI vs DD
+70.3%
+37.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +2.9% | +3.2% | -0.3% | +1.4% |
| 30D | -6.9% | +20.3% | -27.2% | -14.9% |
| 3M | -6.3% | +8.2% | -14.5% | -9.9% |
| 6M | +2.6% | +3.4% | -0.8% | +0.6% |
| YTD | +21.8% | +30.6% | -8.8% | +6.0% |
| 1Y | +19.6% | +30.6% | -11.0% | +4.0% |
| 3Y | +194.9% | +91.1% | +103.8% | +103.4% |
| 5Y | +108.1% | +68.6% | +39.6% | +49.0% |
| All | +108.1% | +70.3% | +37.8% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling