+1,334.7%
JPM vs ON
+179.8%
+1,154.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.2% | -4.1% | +5.3% | +2.0% |
| 30D | +2.7% | -10.2% | +12.9% | +4.7% |
| 3M | -4.5% | -12.7% | +8.3% | -2.5% |
| 6M | +14.3% | -32.5% | +46.9% | +20.0% |
| YTD | +8.2% | +28.6% | -20.3% | -2.2% |
| 1Y | +10.0% | +43.4% | -33.4% | -3.1% |
| 3Y | +149.0% | +3.3% | +145.6% | +122.6% |
| 5Y | +131.0% | +22.5% | +108.5% | +88.2% |
| 10Y | +479.1% | +535.7% | -56.6% | +205.0% |
| All | +1,334.7% | +179.8% | +1,154.8% | +510.3% |
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