-59.8%
JD vs ONON
-24.2%
-35.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.6% | -5.3% | +2.7% | -1.4% |
| 30D | -15.4% | -13.1% | -2.2% | -12.6% |
| 3M | -5.0% | -29.3% | +24.3% | +2.1% |
| 6M | +0.9% | -34.5% | +35.5% | +9.4% |
| YTD | -2.5% | -42.2% | +39.7% | +8.7% |
| 1Y | -16.0% | -37.3% | +21.3% | -8.9% |
| 3Y | -8.5% | -9.3% | +0.7% | -16.5% |
| All | -59.8% | -24.2% | -35.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling