+572.1%
ON vs JCI
+338.7%
+233.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | +0.1% |
| 7D | -4.7% | +0.4% | -5.1% | -5.1% |
| 30D | -13.5% | -7.7% | -5.8% | -7.2% |
| 3M | -36.3% | +2.8% | -39.1% | -36.8% |
| 6M | +17.8% | +7.2% | +10.5% | +13.6% |
| YTD | +29.6% | +20.0% | +9.6% | +12.8% |
| 1Y | +45.8% | +33.3% | +12.5% | +15.5% |
| 3Y | -28.3% | +161.3% | -189.7% | -69.0% |
| 5Y | +49.6% | +108.8% | -59.1% | -21.8% |
| All | +572.1% | +338.7% | +233.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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