+138.9%
JCI vs DOCS
-36.0%
+174.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -1.4% | +27.3% | -28.7% | -3.8% |
| 6M | +4.1% | -0.3% | +4.5% | +3.2% |
| YTD | +21.7% | -40.5% | +62.2% | +26.2% |
| 1Y | +36.1% | -61.5% | +97.7% | +47.1% |
| 3Y | +154.4% | +8.2% | +146.3% | +143.1% |
| 5Y | +112.0% | -73.4% | +185.5% | +110.5% |
| All | +138.9% | -36.0% | +174.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling