+235.5%
JPM vs ONTO
+688.0%
-452.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.4% | +9.4% | -9.8% | -2.4% |
| 30D | -1.4% | -4.4% | +3.0% | -1.1% |
| 3M | +13.9% | +1.6% | +12.4% | +10.0% |
| 6M | +23.5% | +45.3% | -21.7% | +8.5% |
| YTD | +11.6% | +76.4% | -64.7% | -7.1% |
| 1Y | +21.4% | +167.2% | -145.8% | -9.8% |
| 3Y | +163.4% | +116.6% | +46.9% | +81.6% |
| 5Y | +152.5% | +263.7% | -111.2% | +32.8% |
| All | +235.5% | +688.0% | -452.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling