+95.0%
JCI vs DT
-37.8%
+132.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +3.2% | +3.1% | +0.1% | +2.6% |
| 30D | -8.6% | -29.5% | +20.9% | -3.2% |
| 3M | -7.7% | -11.7% | +4.0% | -6.2% |
| 6M | -2.6% | +29.0% | -31.6% | -8.7% |
| YTD | +17.4% | +3.4% | +14.0% | +14.1% |
| 1Y | +16.9% | -4.2% | +21.2% | +15.8% |
| 3Y | +186.7% | -12.8% | +199.6% | +186.3% |
| All | +95.0% | -37.8% | +132.8% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling