+115.0%
JCI vs DT
-28.6%
+143.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.5% |
| 7D | +5.1% | -4.9% | +10.0% | +6.0% |
| 30D | -3.8% | +2.7% | -6.5% | -4.5% |
| 3M | +1.9% | +20.0% | -18.1% | -2.1% |
| 6M | +11.2% | +28.0% | -16.8% | +4.4% |
| YTD | +22.9% | +16.0% | +6.9% | +17.6% |
| 1Y | +37.4% | +0.7% | +36.7% | +35.6% |
| 3Y | +167.8% | +6.2% | +161.6% | +157.3% |
| 5Y | +115.0% | -28.1% | +143.2% | +109.8% |
| All | +115.0% | -28.6% | +143.7% | +109.8% |
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