+590.9%
JPM vs ON
+655.4%
-64.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.8% | -1.2% |
| 7D | -0.7% | +2.4% | -3.0% | -1.3% |
| 30D | -2.5% | -8.6% | +6.2% | -0.6% |
| 3M | +14.1% | -34.3% | +48.5% | +23.0% |
| 6M | +25.1% | +28.5% | -3.4% | +12.6% |
| YTD | +12.1% | +40.6% | -28.5% | -1.9% |
| 1Y | +18.8% | +55.3% | -36.5% | +0.6% |
| 3Y | +163.4% | -22.2% | +185.6% | +147.9% |
| 5Y | +156.5% | +62.4% | +94.2% | +79.7% |
| All | +590.9% | +655.4% | -64.5% | +204.2% |
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