+340.5%
JCI vs DG
+101.8%
+238.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +0.7% | -6.5% | +7.2% | +1.7% |
| 30D | -4.4% | +4.2% | -8.6% | -5.0% |
| 3M | +1.7% | +9.5% | -7.8% | 0.0% |
| 6M | +8.8% | -13.1% | +21.9% | +10.6% |
| YTD | +22.6% | -4.8% | +27.5% | +22.6% |
| 1Y | +36.2% | +20.6% | +15.6% | +30.4% |
| 3Y | +168.0% | +4.9% | +163.1% | +154.9% |
| 5Y | +113.5% | -37.9% | +151.3% | +131.4% |
| All | +340.5% | +101.8% | +238.7% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling