+153.1%
JPM vs ONTO
+51.5%
+101.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | +3.5% | +17.5% | -14.0% | +1.8% |
| 30D | +3.3% | -15.7% | +18.9% | +4.5% |
| 3M | -4.2% | -39.7% | +35.5% | -0.1% |
| 6M | +16.4% | -26.5% | +42.9% | +16.9% |
| YTD | +9.5% | +29.0% | -19.5% | +1.7% |
| 1Y | +14.0% | +57.0% | -42.9% | +3.2% |
| 3Y | +153.1% | +50.0% | +103.1% | +122.3% |
| All | +153.1% | +51.5% | +101.6% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling