+58.5%
ON vs JD
-61.6%
+120.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | -41.2% | -3.2% | -38.0% | -41.0% |
| 6M | +25.0% | +6.1% | +18.9% | +21.9% |
| YTD | +31.3% | -0.1% | +31.4% | +29.9% |
| 1Y | +45.4% | -12.7% | +58.2% | +49.9% |
| 3Y | -27.4% | -6.3% | -21.1% | -30.3% |
| 5Y | +58.5% | -61.3% | +119.8% | +88.3% |
| All | +58.5% | -61.6% | +120.1% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling