+103.0%
JCI vs DRI
+76.5%
+26.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.3% |
| 7D | -3.4% | +3.1% | -6.5% | -4.5% |
| 30D | -10.1% | +16.2% | -26.4% | -14.9% |
| 3M | -6.8% | +8.4% | -15.1% | -9.9% |
| 6M | +2.0% | +19.0% | -17.0% | -5.5% |
| YTD | +19.2% | +28.8% | -9.6% | +6.1% |
| 1Y | +16.7% | +33.1% | -16.4% | +2.3% |
| 3Y | +194.3% | +70.8% | +123.6% | +124.3% |
| 5Y | +103.0% | +74.2% | +28.8% | +47.6% |
| All | +103.0% | +76.5% | +26.5% | +47.6% |
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