+167.8%
JCI vs DG
+10.3%
+157.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +0.9% |
| 7D | +5.1% | -2.5% | +7.6% | +5.1% |
| 30D | -3.8% | +1.0% | -4.8% | -3.8% |
| 3M | +1.9% | +20.3% | -18.4% | +2.2% |
| 6M | +11.2% | -11.7% | +22.9% | +11.5% |
| YTD | +22.9% | -2.3% | +25.3% | +23.3% |
| 1Y | +37.4% | +20.0% | +17.4% | +37.6% |
| 3Y | +167.8% | +7.2% | +160.6% | +170.9% |
| All | +167.8% | +10.3% | +157.5% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling