+150.1%
JPM vs ON
+4.9%
+145.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | +2.7% | -10.2% | +12.9% | +3.8% |
| 3M | -4.5% | -12.7% | +8.3% | -3.3% |
| 6M | +14.3% | -32.5% | +46.9% | +17.3% |
| YTD | +8.2% | +28.6% | -20.3% | 0.0% |
| 1Y | +10.0% | +43.4% | -33.4% | -0.1% |
| All | +150.1% | +4.9% | +145.2% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling