+95.0%
JCI vs DOCN
-29.3%
+124.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.6% |
| 7D | +3.2% | +19.1% | -15.9% | +0.5% |
| 30D | -8.6% | -21.0% | +12.4% | -5.7% |
| 3M | -7.7% | -34.7% | +27.0% | -3.0% |
| 6M | -2.6% | -45.8% | +43.2% | +4.0% |
| YTD | +17.4% | +79.4% | -62.0% | +1.9% |
| 1Y | +16.9% | +91.0% | -74.1% | +0.4% |
| 3Y | +186.7% | +237.5% | -50.7% | +118.0% |
| All | +95.0% | -29.3% | +124.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling