+2,053.1%
JCI vs DRI
+8,060.6%
-6,007.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.9% | +4.2% | -10.1% | -7.0% |
| 30D | -10.4% | +15.7% | -26.0% | -14.1% |
| 3M | -6.1% | +5.8% | -11.9% | -8.0% |
| 6M | +1.7% | +18.4% | -16.7% | -3.8% |
| YTD | +18.9% | +28.2% | -9.3% | +9.5% |
| 1Y | +16.1% | +35.9% | -19.8% | +5.1% |
| 3Y | +187.8% | +67.7% | +120.1% | +143.1% |
| 5Y | +103.2% | +77.9% | +25.3% | +67.8% |
| 10Y | +288.2% | +338.7% | -50.5% | +134.5% |
| All | +2,053.1% | +8,060.6% | -6,007.5% | +557.7% |
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