+2.1%
JD vs ONTO
+449.2%
-447.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.0% | -14.5% | -5.1% |
| 7D | +7.9% | +1.4% | +6.5% | +6.5% |
| 30D | +4.8% | -34.1% | +38.9% | +13.5% |
| 3M | -13.9% | -37.1% | +23.1% | -7.1% |
| 6M | -5.8% | -31.8% | +26.0% | -4.0% |
| YTD | +2.4% | +22.9% | -20.5% | -13.3% |
| 1Y | -7.5% | +39.5% | -47.1% | -24.9% |
| 3Y | +20.9% | +57.7% | -36.8% | -18.3% |
| 5Y | -58.0% | +115.8% | -173.9% | -76.4% |
| All | +2.1% | +449.2% | -447.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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