-25.1%
ON vs JD
-8.1%
-17.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +2.4% | -1.7% | +4.1% | +2.9% |
| 30D | -3.3% | -13.2% | +9.9% | +0.5% |
| 3M | -43.6% | -3.2% | -40.4% | -43.4% |
| 6M | +19.0% | +15.2% | +3.7% | +13.0% |
| YTD | +37.4% | +2.0% | +35.4% | +35.1% |
| 1Y | +54.8% | -5.4% | +60.1% | +55.8% |
| All | -25.1% | -8.1% | -17.0% | -22.4% |
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 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