+516.0%
ON vs JD
+31.7%
+484.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.5% | +11.7% | +10.1% |
| 7D | -1.4% | +7.9% | -9.3% | -4.4% |
| 30D | -10.9% | +4.8% | -15.6% | -12.7% |
| 3M | -14.9% | -13.9% | -0.9% | -10.8% |
| 6M | -33.0% | -5.8% | -27.2% | -32.4% |
| YTD | +27.6% | +2.4% | +25.2% | +24.1% |
| 1Y | +44.5% | -7.5% | +52.0% | +45.9% |
| 3Y | +7.4% | +20.9% | -13.5% | -8.6% |
| 5Y | +18.7% | -58.0% | +76.8% | +37.4% |
| 10Y | +516.0% | +28.9% | +487.1% | +331.9% |
| All | +516.0% | +31.7% | +484.3% | +331.9% |
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