+106.8%
JCI vs ONON
-24.2%
+131.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +1.3% |
| 30D | -7.7% | -13.1% | +5.4% | -5.5% |
| 3M | +2.8% | -29.3% | +32.1% | +8.0% |
| 6M | +7.2% | -34.5% | +41.8% | +13.8% |
| YTD | +20.0% | -42.2% | +62.2% | +29.9% |
| 1Y | +33.3% | -37.3% | +70.6% | +41.3% |
| 3Y | +161.3% | -9.3% | +170.6% | +151.4% |
| All | +106.8% | -24.2% | +131.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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