+312.2%
JCI vs DOC
-2.1%
+314.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +3.8% | -1.5% | +5.3% | +4.4% |
| 30D | -5.7% | -4.8% | -0.9% | -4.1% |
| 3M | -1.4% | +6.9% | -8.3% | -4.3% |
| 6M | +4.1% | +20.7% | -16.6% | -4.5% |
| YTD | +21.7% | +34.1% | -12.4% | +6.7% |
| 1Y | +36.1% | +22.6% | +13.5% | +23.4% |
| 3Y | +154.4% | +20.8% | +133.6% | +127.2% |
| 5Y | +112.0% | -24.9% | +136.9% | +128.2% |
| All | +312.2% | -2.1% | +314.3% | +300.8% |
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