+162.1%
JCI vs DVA
+89.4%
+72.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -7.7% | +1.7% | -9.4% | -7.8% |
| 3M | +2.8% | -8.7% | +11.4% | +3.0% |
| 6M | +7.2% | +19.7% | -12.4% | +4.7% |
| YTD | +20.0% | +59.6% | -39.7% | +13.3% |
| 1Y | +33.3% | +37.1% | -3.8% | +28.0% |
| All | +162.1% | +89.4% | +72.7% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling