-57.9%
JD vs ONON
-20.9%
-37.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -1.7% | -3.0% | +1.3% | -1.0% |
| 30D | -13.2% | -26.7% | +13.6% | -7.2% |
| 3M | -3.2% | -25.3% | +22.1% | +2.7% |
| 6M | +15.2% | -35.3% | +50.5% | +25.2% |
| YTD | +2.0% | -39.8% | +41.8% | +12.6% |
| 1Y | -5.4% | -39.2% | +33.8% | +3.5% |
| 3Y | -9.1% | -4.2% | -4.9% | -18.1% |
| All | -57.9% | -20.9% | -37.0% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling