+167.7%
ON vs JAAA
+29.3%
+138.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -13.5% | +0.4% | -13.9% | -14.3% |
| 3M | -36.3% | +1.2% | -37.5% | -38.0% |
| 6M | +17.8% | +2.7% | +15.1% | +11.4% |
| YTD | +29.6% | +3.2% | +26.4% | +21.5% |
| 1Y | +45.8% | +4.8% | +41.0% | +33.0% |
| 3Y | -28.3% | +19.0% | -47.3% | -38.4% |
| 5Y | +49.6% | +26.8% | +22.9% | +19.6% |
| All | +167.7% | +29.3% | +138.5% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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