+360.1%
JCI vs DLR
+3,595.6%
-3,235.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +1.6% | +2.3% | +3.3% |
| 30D | -5.7% | -3.4% | -2.3% | -4.7% |
| 3M | -1.4% | +0.5% | -1.9% | -2.1% |
| 6M | +4.1% | +4.6% | -0.4% | +2.1% |
| YTD | +21.7% | +23.4% | -1.7% | +13.0% |
| 1Y | +36.1% | +19.0% | +17.1% | +27.5% |
| 3Y | +154.4% | +56.5% | +97.9% | +116.0% |
| 5Y | +112.0% | +33.3% | +78.7% | +85.3% |
| 10Y | +322.2% | +165.1% | +157.1% | +184.5% |
| All | +360.1% | +3,595.6% | -3,235.5% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling