+117.3%
JCI vs DOCS
-19.4%
+136.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -6.1% |
| 7D | -16.9% | -1.3% | -15.6% | -16.9% |
| 30D | -17.2% | +19.4% | -36.6% | -18.3% |
| 3M | -14.2% | +53.4% | -67.6% | -17.4% |
| 6M | -8.7% | +28.8% | -37.5% | -11.3% |
| YTD | +10.7% | -25.1% | +35.8% | +12.8% |
| 1Y | +9.7% | -48.1% | +57.9% | +15.7% |
| 3Y | +166.9% | +51.4% | +115.6% | +148.2% |
| 5Y | +93.1% | -51.1% | +144.2% | +87.1% |
| All | +117.3% | -19.4% | +136.7% | +110.7% |
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