+108.8%
JCI vs DINO
+319.5%
-210.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | -7.7% | +25.9% | -33.6% | -11.1% |
| 3M | +2.8% | +53.2% | -50.4% | -4.2% |
| 6M | +7.2% | +105.5% | -98.2% | -5.4% |
| YTD | +20.0% | +139.2% | -119.3% | +2.7% |
| 1Y | +33.3% | +117.4% | -84.1% | +15.7% |
| 3Y | +161.3% | +99.3% | +62.0% | +120.7% |
| 5Y | +108.8% | +333.0% | -224.2% | +63.3% |
| All | +108.8% | +319.5% | -210.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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