+1,104.0%
JCI vs DG
+617.0%
+486.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.1% |
| 7D | +8.4% | -2.5% | +10.9% | +8.8% |
| 30D | -8.9% | +7.7% | -16.6% | -10.3% |
| 3M | -6.4% | +13.1% | -19.6% | -8.7% |
| 6M | +1.6% | +32.0% | -30.4% | -3.8% |
| YTD | +20.1% | +3.3% | +16.7% | +17.9% |
| 1Y | +17.2% | +31.7% | -14.4% | +9.9% |
| 3Y | +190.7% | +21.7% | +169.1% | +166.1% |
| 5Y | +99.9% | -34.7% | +134.6% | +109.3% |
| 10Y | +301.8% | +106.7% | +195.1% | +221.3% |
| All | +1,104.0% | +617.0% | +486.9% | +574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling