+116.9%
JCI vs DOCS
-73.4%
+190.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.1% |
| 7D | +3.8% | -1.4% | +5.3% | +3.9% |
| 30D | -5.7% | +21.8% | -27.5% | -7.7% |
| 3M | -1.4% | +27.3% | -28.7% | -4.1% |
| 6M | +4.1% | -0.3% | +4.5% | +3.1% |
| YTD | +21.7% | -40.5% | +62.2% | +26.9% |
| 1Y | +36.1% | -61.5% | +97.7% | +48.6% |
| 3Y | +154.4% | +8.2% | +146.3% | +140.5% |
| All | +116.9% | -73.4% | +190.3% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling