+103.2%
JCI vs DOCS
-49.9%
+153.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -5.9% | -0.6% | -5.3% | -5.9% |
| 30D | -10.4% | +6.3% | -16.7% | -10.9% |
| 3M | -6.1% | +26.5% | -32.6% | -8.1% |
| 6M | +1.7% | +24.8% | -23.1% | -1.3% |
| YTD | +18.9% | -26.8% | +45.7% | +21.8% |
| 1Y | +16.1% | -38.3% | +54.4% | +21.3% |
| 3Y | +187.8% | +36.0% | +151.8% | +165.7% |
| 5Y | +103.2% | -55.0% | +158.2% | +94.0% |
| All | +103.2% | -49.9% | +153.1% | +94.0% |
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 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