+27.7%
JCI vs DG
+45.3%
-17.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.5% | -14.8% | -4.9% |
| 7D | -10.7% | +12.3% | -23.0% | -9.1% |
| 30D | -10.4% | +19.3% | -29.7% | -8.4% |
| 3M | -8.3% | +11.9% | -20.1% | -6.6% |
| 6M | -2.1% | +25.0% | -27.1% | +0.6% |
| YTD | +18.4% | +8.7% | +9.6% | +21.5% |
| 1Y | +27.7% | +44.7% | -17.0% | +29.1% |
| All | +27.7% | +45.3% | -17.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling