+187.1%
JCI vs DOC
+43.5%
+143.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -6.7% |
| 7D | -10.7% | +8.7% | -19.4% | -11.9% |
| 30D | -10.4% | +7.6% | -18.0% | -11.6% |
| 3M | -8.3% | -5.3% | -3.0% | -7.4% |
| 6M | -2.1% | +27.6% | -29.7% | -8.0% |
| YTD | +18.4% | +32.4% | -14.0% | +9.7% |
| 1Y | +27.7% | +22.9% | +4.8% | +20.9% |
| All | +187.1% | +43.5% | +143.6% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling