-62.4%
JD vs ONTO
+124.4%
-186.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.1% |
| 7D | -4.1% | +17.5% | -21.6% | -7.2% |
| 30D | +4.6% | -15.7% | +20.3% | +6.8% |
| 3M | -4.7% | -39.7% | +35.0% | +3.0% |
| 6M | -17.4% | -26.5% | +9.1% | -17.4% |
| YTD | +0.7% | +29.0% | -28.3% | -14.7% |
| 1Y | -5.9% | +57.0% | -62.8% | -24.6% |
| 3Y | +18.9% | +50.0% | -31.1% | -17.5% |
| All | -62.4% | +124.4% | -186.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling