+161.4%
JPM vs ONON
-10.5%
+171.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.3% | -5.3% | +3.0% | -1.7% |
| 30D | -2.3% | -13.1% | +10.8% | -0.8% |
| 3M | +14.9% | -29.3% | +44.2% | +18.9% |
| 6M | +23.6% | -34.5% | +58.2% | +28.7% |
| YTD | +11.3% | -42.2% | +53.5% | +17.8% |
| 1Y | +19.9% | -37.3% | +57.2% | +25.1% |
| All | +161.4% | -10.5% | +171.9% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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