+293.6%
JCI vs DOC
+14.9%
+278.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.2% | -6.4% |
| 7D | -16.9% | +6.2% | -23.2% | -18.8% |
| 30D | -17.2% | +6.5% | -23.7% | -19.4% |
| 3M | -14.2% | -6.2% | -8.0% | -12.6% |
| 6M | -8.7% | +25.6% | -34.3% | -17.9% |
| YTD | +10.7% | +32.1% | -21.3% | -2.8% |
| 1Y | +9.7% | +20.3% | -10.6% | -0.2% |
| 3Y | +166.9% | +42.7% | +124.2% | +121.2% |
| 5Y | +93.1% | -22.2% | +115.3% | +104.3% |
| All | +293.6% | +14.9% | +278.7% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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