+154.7%
JCI vs DOCN
+74.7%
+80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | -9.4% | -19.2% | +9.8% | -6.8% |
| 30D | -13.4% | -43.1% | +29.7% | -7.0% |
| 3M | -12.4% | -40.7% | +28.3% | -7.0% |
| 6M | -5.1% | -55.0% | +49.8% | +3.4% |
| YTD | +13.7% | +50.6% | -36.9% | +2.5% |
| 1Y | +11.4% | +54.0% | -42.5% | -0.1% |
| 3Y | +175.9% | +203.9% | -28.0% | +119.1% |
| 5Y | +98.4% | -29.4% | +127.8% | +71.2% |
| All | +154.7% | +74.7% | +80.0% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling