+340.5%
JCI vs DTE
+137.8%
+202.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.9% |
| 7D | +0.7% | -2.6% | +3.3% | +2.0% |
| 30D | -4.4% | -4.4% | 0.0% | -2.4% |
| 3M | +1.7% | -8.3% | +10.0% | +5.5% |
| 6M | +8.8% | -8.1% | +16.9% | +12.6% |
| YTD | +22.6% | +4.4% | +18.2% | +19.2% |
| 1Y | +36.2% | +0.2% | +36.0% | +34.9% |
| 3Y | +168.0% | +42.6% | +125.4% | +119.4% |
| 5Y | +113.5% | +31.5% | +82.0% | +80.4% |
| All | +340.5% | +137.8% | +202.6% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling