+172.6%
JCI vs DOCN
+171.0%
+1.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.5% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | -5.7% | -9.6% | +4.0% | -4.7% |
| 3M | -1.4% | -37.7% | +36.3% | +3.8% |
| 6M | +4.1% | +115.2% | -111.1% | -9.2% |
| YTD | +21.7% | +133.7% | -112.0% | +4.2% |
| 1Y | +36.1% | +250.2% | -214.0% | +9.3% |
| 3Y | +154.4% | +320.3% | -165.9% | +93.8% |
| 5Y | +112.0% | +53.1% | +58.9% | +72.7% |
| All | +172.6% | +171.0% | +1.6% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling