+183.8%
ON vs JAAA
+29.3%
+154.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | +2.4% | +0.2% | +2.3% | +2.1% |
| 30D | -3.3% | +0.5% | -3.8% | -4.4% |
| 3M | -43.6% | +1.3% | -44.8% | -45.1% |
| 6M | +19.0% | +2.7% | +16.3% | +12.5% |
| YTD | +37.4% | +3.2% | +34.2% | +28.8% |
| 1Y | +54.8% | +4.9% | +49.8% | +40.9% |
| 3Y | -25.2% | +19.0% | -44.2% | -35.7% |
| 5Y | +62.7% | +26.8% | +35.9% | +30.0% |
| All | +183.8% | +29.3% | +154.5% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling