+167.8%
JCI vs DT
+3.8%
+164.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +5.1% | -4.9% | +10.0% | +5.6% |
| 30D | -3.8% | +2.7% | -6.5% | -4.2% |
| 3M | +1.9% | +20.0% | -18.1% | -0.4% |
| 6M | +11.2% | +28.0% | -16.8% | +7.3% |
| YTD | +22.9% | +16.0% | +6.9% | +21.3% |
| 1Y | +37.4% | +0.7% | +36.7% | +40.4% |
| 3Y | +167.8% | +6.2% | +161.6% | +164.6% |
| All | +167.8% | +3.8% | +164.0% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling