-57.1%
JD vs ONTO
+84.2%
-141.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.1% | -9.4% | -0.4% |
| 7D | +13.4% | -14.0% | +27.4% | +15.9% |
| 30D | +7.7% | -43.1% | +50.8% | +18.9% |
| 3M | -11.3% | -35.5% | +24.2% | -6.1% |
| 6M | -5.1% | -41.1% | +35.9% | -0.6% |
| YTD | +5.0% | +9.8% | -4.7% | -8.0% |
| 1Y | -5.6% | +31.5% | -37.2% | -21.7% |
| 3Y | +17.8% | +45.2% | -27.4% | -20.4% |
| All | -57.1% | +84.2% | -141.4% | -77.6% |
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