+229.1%
JPM vs ONTO
+476.3%
-247.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | +3.5% | +17.5% | -14.0% | +0.1% |
| 30D | +3.3% | -15.7% | +18.9% | +5.7% |
| 3M | -4.2% | -39.7% | +35.5% | +4.0% |
| 6M | +16.4% | -26.5% | +42.9% | +17.5% |
| YTD | +9.5% | +29.0% | -19.5% | -4.6% |
| 1Y | +14.0% | +57.0% | -42.9% | -5.5% |
| 3Y | +153.1% | +50.0% | +103.1% | +87.0% |
| 5Y | +134.9% | +127.3% | +7.6% | +38.9% |
| All | +229.1% | +476.3% | -247.2% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling