+2,105.3%
JCI vs DRI
+7,577.7%
-5,472.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +3.8% | +0.6% | +3.3% | +3.7% |
| 30D | -5.7% | +3.8% | -9.5% | -6.8% |
| 3M | -1.4% | +13.0% | -14.4% | -5.1% |
| 6M | +4.1% | +8.3% | -4.2% | +1.2% |
| YTD | +21.7% | +20.6% | +1.1% | +14.5% |
| 1Y | +36.1% | +6.5% | +29.7% | +32.1% |
| 3Y | +154.4% | +53.7% | +100.7% | +121.0% |
| 5Y | +112.0% | +72.7% | +39.4% | +77.1% |
| 10Y | +322.2% | +363.2% | -40.9% | +153.0% |
| All | +2,105.3% | +7,577.7% | -5,472.4% | +588.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling