-18.5%
JD vs ONON
-36.0%
+17.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.1% |
| 7D | -4.2% | -2.1% | -2.2% | -4.0% |
| 30D | -14.4% | -11.6% | -2.8% | -13.4% |
| 3M | -3.6% | -30.1% | +26.5% | -0.3% |
| 6M | -0.3% | -30.5% | +30.2% | +1.9% |
| YTD | -2.4% | -41.0% | +38.7% | +1.7% |
| 1Y | -18.5% | -36.7% | +18.2% | -12.3% |
| All | -18.5% | -36.0% | +17.4% | -12.3% |
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