+98.8%
JCI vs JD
-58.0%
+156.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -9.4% | +13.4% | -22.8% | -10.9% |
| 30D | -13.4% | +7.7% | -21.1% | -14.3% |
| 3M | -12.4% | -11.3% | -1.1% | -11.2% |
| 6M | -5.1% | -5.1% | 0.0% | -4.8% |
| YTD | +13.7% | +5.0% | +8.7% | +12.3% |
| 1Y | +11.4% | -5.6% | +17.1% | +11.6% |
| 3Y | +175.9% | +17.8% | +158.1% | +160.1% |
| All | +98.8% | -58.0% | +156.8% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling