+112.4%
JCI vs DLR
+41.2%
+71.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.1% | +3.4% | +1.7% | +3.8% |
| 30D | -3.8% | -2.2% | -1.6% | -3.1% |
| 3M | +1.9% | +4.7% | -2.8% | -0.5% |
| 6M | +11.2% | +9.0% | +2.2% | +6.8% |
| YTD | +22.9% | +24.1% | -1.2% | +12.2% |
| 1Y | +37.4% | +20.9% | +16.4% | +26.2% |
| 3Y | +167.8% | +60.0% | +107.8% | +118.8% |
| All | +112.4% | +41.2% | +71.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling