-4.4%
ON vs JD
+16.8%
-21.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | -11.7% | +13.4% | -25.0% | -14.7% |
| 30D | -23.3% | +7.7% | -31.0% | -24.9% |
| 3M | -19.2% | -11.3% | -7.9% | -16.8% |
| 6M | -40.1% | -5.1% | -35.0% | -39.7% |
| YTD | +16.9% | +5.0% | +11.9% | +13.9% |
| 1Y | +29.7% | -5.6% | +35.4% | +30.3% |
| 3Y | -4.4% | +17.8% | -22.2% | -9.7% |
| All | -4.4% | +16.8% | -21.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling