+1,396.7%
JPM vs ON
+199.0%
+1,197.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +0.3% | +2.4% | -2.2% | -0.2% |
| 30D | -0.2% | -3.3% | +3.1% | +0.4% |
| 3M | +15.9% | -43.6% | +59.5% | +28.2% |
| 6M | +20.9% | +19.0% | +2.0% | +12.6% |
| YTD | +12.9% | +37.4% | -24.5% | +1.4% |
| 1Y | +20.3% | +54.8% | -34.5% | +4.6% |
| 3Y | +160.9% | -25.2% | +186.1% | +150.1% |
| 5Y | +154.8% | +62.7% | +92.1% | +95.8% |
| 10Y | +591.1% | +574.3% | +16.8% | +261.7% |
| All | +1,396.7% | +199.0% | +1,197.7% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling