+2,058.8%
JCI vs DRI
+8,100.2%
-6,041.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.4% |
| 7D | -3.4% | +3.1% | -6.5% | -4.3% |
| 30D | -10.1% | +16.2% | -26.4% | -14.0% |
| 3M | -6.8% | +8.4% | -15.1% | -9.3% |
| 6M | +2.0% | +19.0% | -17.0% | -3.7% |
| YTD | +19.2% | +28.8% | -9.6% | +9.6% |
| 1Y | +16.7% | +33.1% | -16.4% | +6.3% |
| 3Y | +194.3% | +70.8% | +123.6% | +147.4% |
| 5Y | +103.0% | +74.2% | +28.8% | +68.6% |
| 10Y | +301.7% | +345.5% | -43.8% | +141.8% |
| All | +2,058.8% | +8,100.2% | -6,041.4% | +558.5% |
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