+1,076.8%
JCI vs DG
+614.5%
+462.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -7.7% | +10.4% | -18.2% | -9.7% |
| 6M | -2.6% | +33.2% | -35.7% | -7.9% |
| YTD | +17.4% | +3.0% | +14.4% | +15.3% |
| 1Y | +16.9% | +31.2% | -14.3% | +9.6% |
| 3Y | +186.7% | +21.8% | +164.9% | +162.3% |
| 5Y | +95.4% | -35.0% | +130.3% | +104.7% |
| 10Y | +292.7% | +106.0% | +186.7% | +214.2% |
| All | +1,076.8% | +614.5% | +462.2% | +559.1% |
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