+108.8%
JCI vs DLTR
+29.9%
+78.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.4% | -9.4% | +9.9% | +1.7% |
| 30D | -7.7% | -7.3% | -0.4% | -6.9% |
| 3M | +2.8% | +7.6% | -4.8% | +1.4% |
| 6M | +7.2% | +1.6% | +5.7% | +6.3% |
| YTD | +20.0% | -3.5% | +23.5% | +19.6% |
| 1Y | +33.3% | +20.0% | +13.2% | +28.0% |
| 3Y | +161.3% | +2.3% | +159.0% | +154.3% |
| 5Y | +108.8% | +31.5% | +77.2% | +100.5% |
| All | +108.8% | +29.9% | +78.9% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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