+342.3%
JCI vs JD
+52.8%
+289.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +160.2% |
| 5Y | +98.4% | -57.2% | +155.6% | +106.0% |
| 10Y | +311.2% | +34.8% | +276.4% | +243.5% |
| All | +342.3% | +52.8% | +289.6% | +267.0% |
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