+131.0%
JPM vs ON
+20.2%
+110.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +1.7% |
| 30D | +2.7% | -10.2% | +12.9% | +4.1% |
| 3M | -4.5% | -12.7% | +8.3% | -3.0% |
| 6M | +14.3% | -32.5% | +46.9% | +18.3% |
| YTD | +8.2% | +28.6% | -20.3% | -0.9% |
| 1Y | +10.0% | +43.4% | -33.4% | -1.3% |
| 3Y | +149.0% | +3.3% | +145.6% | +123.2% |
| All | +131.0% | +20.2% | +110.9% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling