+123.2%
JCI vs DOCS
-21.0%
+144.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.9% |
| 7D | -9.4% | -0.8% | -8.6% | -9.4% |
| 30D | -13.4% | +17.4% | -30.8% | -14.5% |
| 3M | -12.4% | +57.4% | -69.7% | -15.8% |
| 6M | -5.1% | +26.5% | -31.7% | -7.7% |
| YTD | +13.7% | -26.6% | +40.3% | +16.0% |
| 1Y | +11.4% | -48.1% | +59.5% | +17.4% |
| 3Y | +175.9% | +52.6% | +123.3% | +156.2% |
| 5Y | +98.4% | -52.1% | +150.5% | +92.5% |
| All | +123.2% | -21.0% | +144.2% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling