+162.1%
JCI vs DTE
+45.3%
+116.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +0.4% | -2.0% | +2.4% | +1.0% |
| 30D | -7.7% | -2.4% | -5.3% | -7.0% |
| 3M | +2.8% | -7.3% | +10.1% | +4.7% |
| 6M | +7.2% | -7.6% | +14.9% | +9.3% |
| YTD | +20.0% | +5.8% | +14.1% | +16.9% |
| 1Y | +33.3% | +2.3% | +30.9% | +31.3% |
| All | +162.1% | +45.3% | +116.8% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling