+33.3%
JCI vs DT
+1.8%
+31.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.2% |
| 7D | +0.4% | -2.5% | +2.9% | 0.0% |
| 30D | -7.7% | +3.5% | -11.3% | -7.1% |
| 3M | +2.8% | +26.7% | -24.0% | +7.4% |
| 6M | +7.2% | +36.1% | -28.9% | +14.7% |
| YTD | +20.0% | +18.6% | +1.3% | +25.8% |
| 1Y | +33.3% | +7.9% | +25.4% | +37.7% |
| All | +33.3% | +1.8% | +31.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling