+293.5%
JCI vs DLR
+188.2%
+105.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +3.2% | +3.3% | -0.1% | +2.1% |
| 30D | -8.6% | +4.6% | -13.2% | -9.9% |
| 3M | -7.7% | -8.3% | +0.5% | -5.0% |
| 6M | -2.6% | -5.6% | +3.1% | -1.1% |
| YTD | +17.4% | +18.7% | -1.4% | +10.1% |
| 1Y | +16.9% | +17.1% | -0.2% | +10.1% |
| 3Y | +186.7% | +54.4% | +132.4% | +144.1% |
| 5Y | +95.4% | +36.5% | +58.9% | +68.6% |
| All | +293.5% | +188.2% | +105.4% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling