+112.4%
JCI vs DD
+63.6%
+48.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | -3.8% | -7.4% | +3.6% | -0.3% |
| 3M | +1.9% | -6.4% | +8.3% | +5.0% |
| 6M | +11.2% | -2.5% | +13.7% | +12.0% |
| YTD | +22.9% | +10.2% | +12.7% | +16.3% |
| 1Y | +37.4% | +36.9% | +0.4% | +16.6% |
| 3Y | +167.8% | +47.0% | +120.8% | +112.5% |
| All | +112.4% | +63.6% | +48.8% | +54.8% |
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