+340.5%
JCI vs DVA
+187.8%
+152.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.7% | -1.3% | +2.1% | +1.0% |
| 30D | -4.4% | 0.0% | -4.5% | -4.5% |
| 3M | +1.7% | -10.9% | +12.6% | +3.3% |
| 6M | +8.8% | +17.3% | -8.5% | +3.6% |
| YTD | +22.6% | +59.8% | -37.2% | +8.2% |
| 1Y | +36.2% | +36.3% | 0.0% | +24.4% |
| 3Y | +168.0% | +88.6% | +79.4% | +119.8% |
| 5Y | +113.5% | +47.5% | +65.9% | +81.6% |
| All | +340.5% | +187.8% | +152.7% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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