+1,120.8%
JCI vs DG
+606.1%
+514.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +3.8% | +8.4% | -4.6% | +2.5% |
| 30D | -5.7% | +4.9% | -10.6% | -6.5% |
| 3M | -1.4% | +29.3% | -30.7% | -5.8% |
| 6M | +4.1% | -11.3% | +15.4% | +5.7% |
| YTD | +21.7% | +1.8% | +20.0% | +20.4% |
| 1Y | +36.1% | +25.3% | +10.8% | +29.1% |
| 3Y | +154.4% | +9.1% | +145.3% | +139.4% |
| 5Y | +112.0% | -34.9% | +146.9% | +122.9% |
| 10Y | +322.2% | +108.2% | +214.1% | +238.2% |
| All | +1,120.8% | +606.1% | +514.7% | +588.1% |
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