+95.0%
JCI vs DG
-35.8%
+130.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | -8.6% | +3.2% | -11.8% | -8.8% |
| 3M | -7.7% | +10.4% | -18.2% | -8.4% |
| 6M | -2.6% | +33.2% | -35.7% | -4.8% |
| YTD | +17.4% | +3.0% | +14.4% | +16.8% |
| 1Y | +16.9% | +31.2% | -14.3% | +13.7% |
| 3Y | +186.7% | +21.8% | +164.9% | +174.8% |
| All | +95.0% | -35.8% | +130.9% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling