+2,331.5%
JCI vs DTE
+3,521.9%
-1,190.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +5.1% | +0.9% | +4.2% | +4.7% |
| 30D | -3.8% | -1.9% | -2.0% | -3.0% |
| 3M | +1.9% | -3.3% | +5.2% | +3.1% |
| 6M | +11.2% | -7.1% | +18.3% | +14.3% |
| YTD | +22.9% | +8.1% | +14.8% | +18.1% |
| 1Y | +37.4% | +5.3% | +32.1% | +33.4% |
| 3Y | +167.8% | +48.2% | +119.7% | +120.7% |
| 5Y | +115.0% | +33.2% | +81.8% | +84.4% |
| 10Y | +325.3% | +137.5% | +187.8% | +176.2% |
| All | +2,331.5% | +3,521.9% | -1,190.4% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling