+345.4%
JCI vs JD
+17.6%
+327.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.3% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | -3.8% | -16.0% | +12.2% | -1.6% |
| 3M | +1.9% | -3.2% | +5.1% | +2.1% |
| 6M | +11.2% | +6.1% | +5.1% | +9.9% |
| YTD | +22.9% | -0.1% | +23.1% | +22.3% |
| 1Y | +37.4% | -12.7% | +50.1% | +39.0% |
| 3Y | +167.8% | -6.3% | +174.1% | +160.5% |
| 5Y | +115.0% | -61.3% | +176.4% | +127.2% |
| All | +345.4% | +17.6% | +327.8% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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