+1.7%
JD vs ONTO
+658.6%
-656.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +0.4% |
| 7D | -1.7% | -1.0% | -0.6% | -1.5% |
| 30D | -13.2% | -2.9% | -10.3% | -13.7% |
| 3M | -3.2% | -2.5% | -0.7% | -6.9% |
| 6M | +15.2% | +28.2% | -13.0% | +1.1% |
| YTD | +2.0% | +69.8% | -67.8% | -18.0% |
| 1Y | -5.4% | +162.9% | -168.3% | -33.9% |
| 3Y | -9.1% | +95.9% | -105.1% | -39.5% |
| 5Y | -59.6% | +244.5% | -304.1% | -79.5% |
| All | +1.7% | +658.6% | -656.9% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling