+17.8%
JD vs ONTO
+45.4%
-27.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.1% | -9.4% | +0.6% |
| 7D | +13.4% | -14.0% | +27.4% | +14.6% |
| 30D | +7.7% | -43.1% | +50.8% | +13.3% |
| 3M | -11.3% | -35.5% | +24.2% | -8.7% |
| 6M | -5.1% | -41.1% | +35.9% | -2.9% |
| YTD | +5.0% | +9.8% | -4.7% | -3.2% |
| 1Y | -5.6% | +31.5% | -37.2% | -15.7% |
| 3Y | +17.8% | +45.2% | -27.4% | +3.7% |
| All | +17.8% | +45.4% | -27.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling