+373.5%
JCI vs JD
+48.3%
+325.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +3.8% | -1.7% | +5.5% | +4.1% |
| 30D | -5.7% | -13.2% | +7.5% | -4.0% |
| 3M | -1.4% | -3.2% | +1.8% | -1.2% |
| 6M | +4.1% | +15.2% | -11.1% | +1.7% |
| YTD | +21.7% | +2.0% | +19.8% | +20.8% |
| 1Y | +36.1% | -5.4% | +41.5% | +36.2% |
| 3Y | +154.4% | -9.1% | +163.5% | +148.9% |
| 5Y | +112.0% | -59.6% | +171.6% | +121.7% |
| 10Y | +322.2% | +26.2% | +296.0% | +255.8% |
| All | +373.5% | +48.3% | +325.2% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling