+56.9%
ON vs JAAA
+26.7%
+30.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -11.0% | +0.5% | -11.5% | -12.0% |
| 3M | -39.3% | +1.2% | -40.6% | -41.1% |
| 6M | +19.8% | +2.7% | +17.1% | +12.5% |
| YTD | +31.1% | +3.2% | +27.9% | +22.0% |
| 1Y | +46.0% | +4.8% | +41.2% | +31.8% |
| 3Y | -27.5% | +19.0% | -46.5% | -39.0% |
| 5Y | +56.9% | +26.8% | +30.1% | +19.4% |
| All | +56.9% | +26.7% | +30.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling