+293.5%
JCI vs DRI
+331.7%
-38.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | -8.6% | +9.7% | -18.3% | -11.5% |
| 3M | -7.7% | +3.2% | -10.9% | -9.2% |
| 6M | -2.6% | +20.6% | -23.1% | -9.3% |
| YTD | +17.4% | +28.3% | -10.9% | +6.3% |
| 1Y | +16.9% | +34.5% | -17.6% | +4.1% |
| 3Y | +186.7% | +66.5% | +120.2% | +134.3% |
| 5Y | +95.4% | +79.6% | +15.7% | +54.0% |
| All | +293.5% | +331.7% | -38.2% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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