+330.8%
JCI vs DLR
+172.7%
+158.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.8% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | -7.7% | -2.9% | -4.9% | -6.9% |
| 3M | +2.8% | +3.2% | -0.5% | +1.1% |
| 6M | +7.2% | +3.9% | +3.4% | +5.3% |
| YTD | +20.0% | +21.4% | -1.5% | +11.7% |
| 1Y | +33.3% | +9.7% | +23.6% | +28.1% |
| 3Y | +161.3% | +56.5% | +104.8% | +121.6% |
| 5Y | +108.8% | +41.5% | +67.3% | +78.3% |
| All | +330.8% | +172.7% | +158.1% | +218.8% |
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