+27.7%
JCI vs DOCS
-47.4%
+75.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -5.6% |
| 7D | -10.7% | +1.2% | -11.9% | -10.5% |
| 30D | -10.4% | +21.3% | -31.7% | -8.5% |
| 3M | -8.3% | +58.4% | -66.6% | -3.2% |
| 6M | -2.1% | +39.3% | -41.4% | +2.9% |
| YTD | +18.4% | -21.7% | +40.1% | +20.7% |
| 1Y | +27.7% | -47.3% | +75.0% | +29.5% |
| All | +27.7% | -47.4% | +75.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling