+131.9%
JPM vs ONTO
+146.7%
-14.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | -0.7% |
| 7D | -2.5% | +16.4% | -18.8% | -4.6% |
| 30D | +2.7% | -21.4% | +24.2% | +5.2% |
| 3M | -4.7% | -32.7% | +28.1% | -0.8% |
| 6M | +15.6% | -25.2% | +40.8% | +16.2% |
| YTD | +8.6% | +36.2% | -27.6% | -1.5% |
| 1Y | +10.9% | +61.2% | -50.3% | -2.2% |
| 3Y | +149.9% | +58.7% | +91.3% | +103.5% |
| 5Y | +131.9% | +143.6% | -11.7% | +61.2% |
| All | +131.9% | +146.7% | -14.7% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling