+293.5%
JCI vs JD
+31.5%
+262.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.7% |
| 30D | -8.6% | +4.6% | -13.2% | -9.3% |
| 3M | -7.7% | -4.7% | -3.0% | -7.3% |
| 6M | -2.6% | -17.4% | +14.8% | -0.4% |
| YTD | +17.4% | +0.7% | +16.6% | +16.4% |
| 1Y | +16.9% | -5.9% | +22.8% | +17.1% |
| 3Y | +186.7% | +18.9% | +167.9% | +168.8% |
| 5Y | +95.4% | -62.9% | +158.3% | +108.1% |
| All | +293.5% | +31.5% | +262.1% | +218.4% |
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