+112.0%
JCI vs ONON
-23.0%
+135.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +5.1% | -1.7% | +6.8% | +5.4% |
| 30D | -3.8% | -27.4% | +23.5% | +1.0% |
| 3M | +1.9% | -26.5% | +28.4% | +6.4% |
| 6M | +11.2% | -34.2% | +45.4% | +17.9% |
| YTD | +22.9% | -41.3% | +64.3% | +32.8% |
| 1Y | +37.4% | -39.7% | +77.0% | +46.7% |
| 3Y | +167.8% | -7.8% | +175.7% | +156.9% |
| All | +112.0% | -23.0% | +135.0% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling