-27.4%
ON vs JCI
+169.7%
-197.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.3% |
| 7D | -2.2% | +5.1% | -7.3% | -6.5% |
| 30D | -12.4% | -3.8% | -8.6% | -9.4% |
| 3M | -41.2% | +1.9% | -43.1% | -41.3% |
| 6M | +25.0% | +11.2% | +13.8% | +17.5% |
| YTD | +31.3% | +22.9% | +8.3% | +13.7% |
| 1Y | +45.4% | +37.4% | +8.0% | +14.7% |
| 3Y | -27.4% | +167.8% | -195.2% | -63.4% |
| All | -27.4% | +169.7% | -197.1% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling