+16.9%
JCI vs DRI
+34.4%
-17.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.2% |
| 30D | -8.6% | +9.7% | -18.3% | -8.3% |
| 3M | -7.7% | +3.2% | -10.9% | -7.2% |
| 6M | -2.6% | +20.6% | -23.1% | -3.3% |
| YTD | +17.4% | +28.3% | -10.9% | +16.4% |
| 1Y | +16.9% | +34.5% | -17.6% | +13.3% |
| All | +16.9% | +34.4% | -17.5% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling