-5.9%
JD vs ONON
-20.5%
+14.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -4.1% | -10.0% | +5.9% | -3.0% |
| 30D | +4.6% | -5.3% | +9.9% | +5.1% |
| 3M | -4.7% | +6.5% | -11.2% | -5.5% |
| 6M | -17.4% | -5.0% | -12.4% | -17.3% |
| YTD | +0.7% | -27.6% | +28.4% | +3.1% |
| 1Y | -5.9% | -20.7% | +14.8% | -4.5% |
| All | -5.9% | -20.5% | +14.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling