+209.9%
ON vs JCI
+204.2%
+5.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.1% |
| 7D | +2.4% | +3.8% | -1.4% | +0.6% |
| 30D | -3.3% | -5.7% | +2.4% | -0.6% |
| 3M | -43.6% | -1.4% | -42.2% | -42.5% |
| 6M | +19.0% | +4.1% | +14.8% | +18.9% |
| YTD | +37.4% | +21.7% | +15.6% | +27.3% |
| 1Y | +54.8% | +36.1% | +18.6% | +36.2% |
| 3Y | -25.2% | +154.4% | -179.6% | -50.3% |
| 5Y | +62.7% | +112.0% | -49.3% | +18.4% |
| 10Y | +574.3% | +322.2% | +252.1% | +273.8% |
| All | +209.9% | +204.2% | +5.7% | +76.5% |
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