+341.0%
JCI vs DRI
+348.4%
-7.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | +4.1% | -4.8% | +8.9% | +5.7% |
| 30D | -3.8% | -3.9% | +0.1% | -2.7% |
| 3M | -1.6% | +5.1% | -6.7% | -3.7% |
| 6M | +9.5% | +5.5% | +4.0% | +6.7% |
| YTD | +21.7% | +16.5% | +5.3% | +14.4% |
| 1Y | +37.1% | +2.0% | +35.2% | +34.2% |
| 3Y | +165.2% | +54.5% | +110.7% | +122.9% |
| 5Y | +110.3% | +66.6% | +43.7% | +70.5% |
| 10Y | +341.0% | +353.6% | -12.6% | +158.2% |
| All | +341.0% | +348.4% | -7.4% | +158.2% |
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