+304.3%
JCI vs DOC
+15.7%
+288.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -9.4% | +6.5% | -15.9% | -11.5% |
| 30D | -13.4% | +9.2% | -22.6% | -16.4% |
| 3M | -12.4% | -2.5% | -9.9% | -12.0% |
| 6M | -5.1% | +7.1% | -12.2% | -8.5% |
| YTD | +13.7% | +33.0% | -19.3% | -0.4% |
| 1Y | +11.4% | +23.3% | -11.9% | +0.4% |
| 3Y | +175.9% | +44.9% | +131.0% | +127.3% |
| 5Y | +98.4% | -21.6% | +120.0% | +109.3% |
| All | +304.3% | +15.7% | +288.6% | +264.6% |
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