+561.8%
ON vs JD
+18.8%
+543.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -3.7% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -12.4% | -16.0% | +3.6% | -7.0% |
| 3M | -41.2% | -3.2% | -38.0% | -40.9% |
| 6M | +25.0% | +6.1% | +18.9% | +21.1% |
| YTD | +31.3% | -0.1% | +31.4% | +29.5% |
| 1Y | +45.4% | -12.7% | +58.2% | +50.7% |
| 3Y | -27.4% | -6.3% | -21.1% | -31.7% |
| 5Y | +58.5% | -61.3% | +119.8% | +90.2% |
| 10Y | +561.8% | +17.6% | +544.2% | +379.4% |
| All | +561.8% | +18.8% | +543.1% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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