+152.8%
JPM vs ONTO
+258.3%
-105.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.1% |
| 7D | -0.4% | +9.7% | -10.1% | -1.7% |
| 30D | -1.1% | -8.8% | +7.7% | -0.3% |
| 3M | +14.1% | +4.5% | +9.6% | +11.1% |
| 6M | +23.3% | +56.4% | -33.1% | +11.8% |
| YTD | +11.3% | +78.1% | -66.8% | -1.6% |
| 1Y | +23.0% | +171.3% | -148.3% | +1.0% |
| 3Y | +162.6% | +118.7% | +43.9% | +105.7% |
| 5Y | +152.8% | +269.4% | -116.6% | +65.6% |
| All | +152.8% | +258.3% | -105.5% | +65.6% |
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