+1,019.2%
JCI vs DKS
+6,292.4%
-5,273.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | +3.0% | +0.8% | +3.0% |
| 30D | -5.7% | -30.5% | +24.9% | +1.6% |
| 3M | -1.4% | -35.7% | +34.3% | +8.0% |
| 6M | +4.1% | -29.7% | +33.8% | +11.0% |
| YTD | +21.7% | -28.9% | +50.6% | +29.0% |
| 1Y | +36.1% | -35.9% | +72.0% | +47.4% |
| 3Y | +154.4% | +28.2% | +126.3% | +121.2% |
| 5Y | +112.0% | +11.8% | +100.2% | +81.9% |
| 10Y | +322.2% | +211.6% | +110.6% | +142.3% |
| All | +1,019.2% | +6,292.4% | -5,273.2% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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