+56.9%
ON vs JCI
+111.9%
-55.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.8% |
| 7D | -1.9% | +4.1% | -6.0% | -5.4% |
| 30D | -11.0% | -3.8% | -7.2% | -7.9% |
| 3M | -39.3% | -1.6% | -37.7% | -37.5% |
| 6M | +19.8% | +9.5% | +10.3% | +13.6% |
| YTD | +31.1% | +21.7% | +9.4% | +13.0% |
| 1Y | +46.0% | +37.1% | +8.8% | +13.2% |
| 3Y | -27.5% | +165.2% | -192.7% | -68.7% |
| 5Y | +56.9% | +110.3% | -53.4% | -17.8% |
| All | +56.9% | +111.9% | -55.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling