-62.2%
JD vs ONON
-7.5%
-54.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +0.4% | -10.1% | +10.6% | +2.9% |
| 30D | +4.2% | -1.8% | +6.0% | +4.5% |
| 3M | -12.8% | +12.3% | -25.0% | -15.5% |
| 6M | -8.8% | +2.0% | -10.7% | -10.6% |
| YTD | +0.5% | -25.3% | +25.8% | +5.3% |
| 1Y | -8.8% | -1.3% | -7.4% | -11.6% |
| 3Y | +18.6% | +29.0% | -10.5% | -1.9% |
| 5Y | -62.2% | -6.2% | -56.0% | -71.3% |
| All | -62.2% | -7.5% | -54.8% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling