+190.0%
ON vs JCI
+197.0%
-6.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | -5.9% | +1.7% | -1.1% |
| 30D | -10.2% | -10.4% | +0.2% | -5.1% |
| 3M | -12.7% | -6.1% | -6.7% | -9.6% |
| 6M | -32.5% | +1.7% | -34.3% | -31.7% |
| YTD | +28.6% | +18.9% | +9.7% | +21.2% |
| 1Y | +43.4% | +16.1% | +27.3% | +36.6% |
| 3Y | +3.3% | +187.8% | -184.5% | -34.6% |
| 5Y | +22.5% | +103.2% | -80.7% | -8.6% |
| 10Y | +535.7% | +288.2% | +247.5% | +267.2% |
| All | +190.0% | +197.0% | -6.9% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling