+196.1%
ON vs JCI
+193.2%
+2.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -2.5% |
| 7D | +12.2% | +3.2% | +9.1% | +10.8% |
| 30D | -3.1% | -8.6% | +5.5% | +1.5% |
| 3M | -12.9% | -7.7% | -5.1% | -8.9% |
| 6M | -38.6% | -2.6% | -36.0% | -36.5% |
| YTD | +31.2% | +17.4% | +13.9% | +24.5% |
| 1Y | +47.6% | +16.9% | +30.7% | +40.3% |
| 3Y | +6.6% | +186.7% | -180.1% | -32.4% |
| 5Y | +21.3% | +95.4% | -74.1% | -7.9% |
| 10Y | +533.3% | +292.7% | +240.6% | +265.1% |
| All | +196.1% | +193.2% | +2.9% | +72.6% |
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