+187.8%
JCI vs ONTO
+64.6%
+123.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.7% |
| 7D | -5.9% | -2.4% | -3.5% | -5.6% |
| 30D | -10.4% | -32.9% | +22.6% | -2.5% |
| 3M | -6.1% | -32.2% | +26.1% | +1.3% |
| 6M | +1.7% | -30.6% | +32.3% | +7.2% |
| YTD | +18.9% | +25.1% | -6.2% | +9.7% |
| 1Y | +16.1% | +40.0% | -23.9% | +4.4% |
| 3Y | +187.8% | +45.7% | +142.1% | +157.4% |
| All | +187.8% | +64.6% | +123.2% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling