+16.9%
JCI vs DOCN
+81.2%
-64.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.8% |
| 7D | +3.2% | +19.1% | -15.9% | +1.1% |
| 30D | -8.6% | -21.0% | +12.4% | -6.9% |
| 3M | -7.7% | -34.7% | +27.0% | -5.1% |
| 6M | -2.6% | -45.8% | +43.2% | +0.7% |
| YTD | +17.4% | +79.4% | -62.0% | +14.3% |
| 1Y | +16.9% | +91.0% | -74.1% | +12.2% |
| All | +16.9% | +81.2% | -64.2% | +12.2% |
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