+340.5%
JCI vs DE
+863.9%
-523.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +0.7% | -2.6% | +3.3% | +1.9% |
| 30D | -4.4% | +9.0% | -13.5% | -8.4% |
| 3M | +1.7% | +19.1% | -17.5% | -6.6% |
| 6M | +8.8% | +14.4% | -5.6% | +1.6% |
| YTD | +22.6% | +45.9% | -23.3% | +2.0% |
| 1Y | +36.2% | +43.6% | -7.4% | +13.6% |
| 3Y | +168.0% | +75.9% | +92.1% | +99.5% |
| 5Y | +113.5% | +98.8% | +14.7% | +45.2% |
| All | +340.5% | +863.9% | -523.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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