+162.3%
JPM vs ON
-28.4%
+190.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -1.4% | -11.0% | +9.6% | -0.2% |
| 3M | +13.9% | -39.3% | +53.3% | +19.4% |
| 6M | +23.5% | +19.8% | +3.7% | +17.2% |
| YTD | +11.6% | +31.1% | -19.4% | +4.3% |
| 1Y | +21.4% | +46.0% | -24.6% | +11.3% |
| All | +162.3% | -28.4% | +190.7% | +142.1% |
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