+2,307.7%
JCI vs DINO
+19,474.2%
-17,166.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +3.8% | +5.7% | -1.9% | +2.8% |
| 30D | -5.7% | +27.8% | -33.5% | -9.9% |
| 3M | -1.4% | +45.6% | -47.0% | -8.3% |
| 6M | +4.1% | +88.5% | -84.3% | -8.1% |
| YTD | +21.7% | +134.1% | -112.4% | +2.9% |
| 1Y | +36.1% | +111.1% | -75.0% | +16.9% |
| 3Y | +154.4% | +109.1% | +45.3% | +115.2% |
| 5Y | +112.0% | +307.2% | -195.1% | +54.2% |
| 10Y | +322.2% | +495.9% | -173.7% | +164.4% |
| All | +2,307.7% | +19,474.2% | -17,166.5% | +757.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling