+459.5%
JPM vs ON
+557.7%
-98.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +17.0% | -15.4% | -2.0% |
| 30D | +3.4% | -3.9% | +7.3% | +3.9% |
| 3M | -5.7% | -11.5% | +5.9% | -4.0% |
| 6M | +13.5% | -29.2% | +42.7% | +18.1% |
| YTD | +8.4% | +36.2% | -27.7% | -5.3% |
| 1Y | +9.1% | +49.6% | -40.6% | -7.2% |
| 3Y | +149.5% | +9.4% | +140.1% | +113.8% |
| 5Y | +132.6% | +25.8% | +106.8% | +75.5% |
| All | +459.5% | +557.7% | -98.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling