+187.8%
JCI vs DLR
+54.4%
+133.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -10.4% | +1.2% | -11.6% | -10.7% |
| 3M | -6.1% | -4.8% | -1.3% | -4.3% |
| 6M | +1.7% | -6.1% | +7.8% | +3.8% |
| YTD | +18.9% | +19.3% | -0.4% | +9.5% |
| 1Y | +16.1% | +10.0% | +6.2% | +10.6% |
| 3Y | +187.8% | +53.8% | +134.0% | +144.6% |
| All | +187.8% | +54.4% | +133.4% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling