+4.7%
JD vs ONTO
+390.5%
-385.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.1% | -9.4% | -0.8% |
| 7D | +13.4% | -14.0% | +27.4% | +16.3% |
| 30D | +7.7% | -43.1% | +50.8% | +20.8% |
| 3M | -11.3% | -35.5% | +24.2% | -5.1% |
| 6M | -5.1% | -41.1% | +35.9% | +0.2% |
| YTD | +5.0% | +9.8% | -4.7% | -8.6% |
| 1Y | -5.6% | +31.5% | -37.2% | -22.5% |
| 3Y | +17.8% | +45.2% | -27.4% | -19.1% |
| 5Y | -57.2% | +86.7% | -143.9% | -75.0% |
| All | +4.7% | +390.5% | -385.8% | -59.1% |
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