+115.0%
JCI vs ONTO
+258.3%
-143.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.2% |
| 7D | +5.1% | +9.7% | -4.5% | +2.8% |
| 30D | -3.8% | -8.8% | +5.0% | -2.2% |
| 3M | +1.9% | +4.5% | -2.6% | -1.5% |
| 6M | +11.2% | +56.4% | -45.2% | -2.7% |
| YTD | +22.9% | +78.1% | -55.1% | +3.7% |
| 1Y | +37.4% | +171.3% | -133.9% | +3.9% |
| 3Y | +167.8% | +118.7% | +49.2% | +95.5% |
| 5Y | +115.0% | +269.4% | -154.4% | +24.4% |
| All | +115.0% | +258.3% | -143.2% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling