+110.3%
JCI vs DOV
+16.3%
+94.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.2% |
| 7D | +4.1% | +1.3% | +2.7% | +3.1% |
| 30D | -3.8% | -8.6% | +4.8% | +2.5% |
| 3M | -1.6% | -13.1% | +11.5% | +8.4% |
| 6M | +9.5% | -8.8% | +18.3% | +16.4% |
| YTD | +21.7% | -1.2% | +23.0% | +21.9% |
| 1Y | +37.1% | +10.7% | +26.4% | +25.6% |
| 3Y | +165.2% | +39.3% | +125.9% | +100.3% |
| 5Y | +110.3% | +16.4% | +93.9% | +79.9% |
| All | +110.3% | +16.3% | +94.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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