+45.4%
ON vs JD
-9.5%
+54.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -3.8% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -12.4% | -16.0% | +3.6% | -7.5% |
| 3M | -41.2% | -3.2% | -38.0% | -41.2% |
| 6M | +25.0% | +6.1% | +18.9% | +19.5% |
| YTD | +31.3% | -0.1% | +31.4% | +29.2% |
| 1Y | +45.4% | -12.7% | +58.2% | +58.5% |
| All | +45.4% | -9.5% | +54.9% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling