+147.9%
JCI vs DOCN
+70.4%
+77.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.9% | +9.4% | -4.3% |
| 7D | -16.9% | -29.3% | +12.3% | -13.0% |
| 30D | -17.2% | -46.0% | +28.8% | -10.4% |
| 3M | -14.2% | -43.2% | +29.0% | -8.4% |
| 6M | -8.7% | -53.7% | +45.0% | -0.8% |
| YTD | +10.7% | +46.9% | -36.2% | +0.2% |
| 1Y | +9.7% | +54.3% | -44.6% | -1.6% |
| 3Y | +166.9% | +185.5% | -18.6% | +113.6% |
| 5Y | +93.1% | -31.1% | +124.2% | +67.2% |
| All | +147.9% | +70.4% | +77.6% | +115.5% |
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