+168.6%
JCI vs DOCN
+182.8%
-14.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.9% | +9.4% | -4.1% |
| 7D | -16.9% | -29.3% | +12.3% | -12.6% |
| 30D | -17.2% | -46.0% | +28.8% | -9.9% |
| 3M | -14.2% | -43.2% | +29.0% | -7.9% |
| 6M | -8.7% | -53.7% | +45.0% | -0.2% |
| YTD | +10.7% | +46.9% | -36.2% | -2.7% |
| 1Y | +9.7% | +54.3% | -44.6% | -4.8% |
| All | +168.6% | +182.8% | -14.2% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling