+19.9%
JPM vs ON
+44.2%
-24.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.3% | -4.7% | +2.4% | -2.0% |
| 30D | -2.3% | -13.5% | +11.1% | -1.2% |
| 3M | +14.9% | -36.3% | +51.2% | +18.0% |
| 6M | +23.6% | +17.8% | +5.9% | +14.7% |
| YTD | +11.3% | +29.6% | -18.3% | +1.0% |
| 1Y | +19.9% | +45.8% | -25.9% | +6.5% |
| All | +19.9% | +44.2% | -24.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling