+133.9%
JCI vs DOCS
-20.2%
+154.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -10.1% | +7.8% | -17.9% | -10.7% |
| 3M | -6.8% | +20.0% | -26.7% | -8.2% |
| 6M | +2.0% | +26.5% | -24.5% | -0.8% |
| YTD | +19.2% | -25.8% | +44.9% | +21.4% |
| 1Y | +16.7% | -39.5% | +56.2% | +21.3% |
| 3Y | +194.3% | +60.3% | +134.0% | +172.1% |
| 5Y | +103.0% | -57.0% | +160.1% | +97.3% |
| All | +133.9% | -20.2% | +154.0% | +127.0% |
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