+275.1%
JCI vs ONTO
+476.3%
-201.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | +3.2% | +17.5% | -14.3% | -1.2% |
| 30D | -8.6% | -15.7% | +7.1% | -5.1% |
| 3M | -7.7% | -39.7% | +32.0% | +3.6% |
| 6M | -2.6% | -26.5% | +23.9% | +1.6% |
| YTD | +17.4% | +29.0% | -11.6% | +4.8% |
| 1Y | +16.9% | +57.0% | -40.0% | -0.9% |
| 3Y | +186.7% | +50.0% | +136.8% | +123.7% |
| 5Y | +95.4% | +127.3% | -31.9% | +27.1% |
| All | +275.1% | +476.3% | -201.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling