+297.5%
JCI vs DT
+103.5%
+194.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +3.8% | -3.3% | +7.1% | +4.4% |
| 30D | -5.7% | +2.0% | -7.7% | -6.2% |
| 3M | -1.4% | +20.0% | -21.4% | -5.0% |
| 6M | +4.1% | +39.3% | -35.2% | -3.5% |
| YTD | +21.7% | +19.8% | +2.0% | +15.9% |
| 1Y | +36.1% | +4.3% | +31.9% | +32.9% |
| 3Y | +154.4% | +7.7% | +146.7% | +144.2% |
| 5Y | +112.0% | -26.8% | +138.9% | +109.2% |
| All | +297.5% | +103.5% | +194.0% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling