+154.2%
JPM vs ONON
-24.2%
+178.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -0.4% | -3.5% | +3.0% | 0.0% |
| 30D | -1.4% | -30.8% | +29.4% | +2.8% |
| 3M | +13.9% | -29.8% | +43.8% | +18.4% |
| 6M | +23.5% | -34.8% | +58.4% | +29.1% |
| YTD | +11.6% | -42.3% | +53.9% | +18.5% |
| 1Y | +21.4% | -39.5% | +60.9% | +27.5% |
| 3Y | +163.4% | -9.3% | +172.7% | +157.2% |
| All | +154.2% | -24.2% | +178.3% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling