+110.3%
JCI vs DG
-39.5%
+149.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +4.1% | -4.8% | +8.9% | +4.4% |
| 30D | -3.8% | +1.8% | -5.6% | -4.0% |
| 3M | -1.6% | +14.5% | -16.1% | -2.8% |
| 6M | +9.5% | -13.6% | +23.1% | +10.8% |
| YTD | +21.7% | -4.8% | +26.6% | +21.9% |
| 1Y | +37.1% | +21.6% | +15.6% | +33.8% |
| 3Y | +165.2% | +4.5% | +160.7% | +160.0% |
| 5Y | +110.3% | -38.5% | +148.8% | +129.3% |
| All | +110.3% | -39.5% | +149.8% | +129.3% |
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