+27.7%
JCI vs DOCN
+110.0%
-82.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.2% | +0.9% | -5.4% |
| 7D | -10.7% | -20.0% | +9.3% | -8.4% |
| 30D | -10.4% | -38.8% | +28.4% | -6.1% |
| 3M | -8.3% | -34.8% | +26.5% | -4.8% |
| 6M | -2.1% | -22.8% | +20.6% | -0.5% |
| YTD | +18.4% | +74.6% | -56.2% | +3.8% |
| 1Y | +27.7% | +116.4% | -88.8% | +2.0% |
| All | +27.7% | +110.0% | -82.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling