+2,221.0%
JCI vs DE
+14,451.3%
-12,230.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -8.6% | +3.6% | -12.2% | -9.8% |
| 3M | -7.7% | +10.2% | -18.0% | -11.5% |
| 6M | -2.6% | +16.6% | -19.1% | -8.5% |
| YTD | +17.4% | +45.8% | -28.5% | +1.1% |
| 1Y | +16.9% | +43.9% | -27.0% | +1.0% |
| 3Y | +186.7% | +89.6% | +97.1% | +121.2% |
| 5Y | +95.4% | +100.3% | -5.0% | +45.1% |
| 10Y | +292.7% | +760.8% | -468.0% | +71.0% |
| All | +2,221.0% | +14,451.3% | -12,230.3% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling