+283.4%
JCI vs ONTO
+661.2%
-377.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.6% |
| 7D | +0.4% | +6.5% | -6.1% | -1.2% |
| 30D | -7.7% | -15.9% | +8.2% | -4.0% |
| 3M | +2.8% | -0.2% | +2.9% | +0.2% |
| 6M | +7.2% | +38.7% | -31.5% | -4.4% |
| YTD | +20.0% | +70.4% | -50.4% | +0.7% |
| 1Y | +33.3% | +153.6% | -120.3% | 0.0% |
| 3Y | +161.3% | +109.2% | +52.1% | +87.7% |
| 5Y | +108.8% | +249.7% | -141.0% | +21.5% |
| All | +283.4% | +661.2% | -377.8% | +50.2% |
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