+98.8%
JCI vs DOCN
-32.3%
+131.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | -9.4% | -19.2% | +9.8% | -6.6% |
| 30D | -13.4% | -43.1% | +29.7% | -6.5% |
| 3M | -12.4% | -40.7% | +28.3% | -6.6% |
| 6M | -5.1% | -55.0% | +49.8% | +4.1% |
| YTD | +13.7% | +50.6% | -36.9% | +1.3% |
| 1Y | +11.4% | +54.0% | -42.5% | -1.3% |
| 3Y | +175.9% | +203.9% | -28.0% | +113.0% |
| All | +98.8% | -32.3% | +131.1% | +75.2% |
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 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