+115.0%
JCI vs DRI
+70.3%
+44.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +5.1% | -1.2% | +6.3% | +5.5% |
| 30D | -3.8% | -0.4% | -3.4% | -3.9% |
| 3M | +1.9% | +9.5% | -7.6% | -2.1% |
| 6M | +11.2% | +6.5% | +4.7% | +7.6% |
| YTD | +22.9% | +18.4% | +4.5% | +13.3% |
| 1Y | +37.4% | +4.2% | +33.2% | +33.0% |
| 3Y | +167.8% | +57.1% | +110.7% | +112.1% |
| 5Y | +115.0% | +70.4% | +44.6% | +58.8% |
| All | +115.0% | +70.3% | +44.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling