+162.1%
JCI vs DE
+75.2%
+87.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | -7.7% | +9.7% | -17.4% | -11.1% |
| 3M | +2.8% | +21.4% | -18.6% | -4.9% |
| 6M | +7.2% | +15.0% | -7.8% | +1.1% |
| YTD | +20.0% | +46.4% | -26.5% | +3.5% |
| 1Y | +33.3% | +45.6% | -12.4% | +14.7% |
| All | +162.1% | +75.2% | +87.0% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling