+171.1%
ON vs JAAA
+30.3%
+140.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | +12.2% | +0.1% | +12.1% | +12.0% |
| 30D | -3.1% | +0.4% | -3.6% | -4.0% |
| 3M | -12.9% | +1.2% | -14.1% | -15.1% |
| 6M | -38.6% | +2.3% | -40.9% | -41.6% |
| YTD | +31.2% | +4.0% | +27.2% | +20.9% |
| 1Y | +47.6% | +4.8% | +42.8% | +34.1% |
| 3Y | +6.6% | +18.4% | -11.8% | -9.7% |
| 5Y | +21.3% | +27.5% | -6.3% | -4.8% |
| All | +171.1% | +30.3% | +140.8% | +94.4% |
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