-23.3%
ONON vs JBL
+406.5%
-429.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -3.5% | +4.0% | -7.5% | -5.2% |
| 30D | -30.8% | -7.5% | -23.3% | -29.3% |
| 3M | -29.8% | -14.1% | -15.8% | -27.1% |
| 6M | -34.8% | +25.9% | -60.7% | -45.4% |
| YTD | -42.3% | +36.7% | -78.9% | -54.3% |
| 1Y | -39.5% | +49.0% | -88.5% | -55.2% |
| 3Y | -9.3% | +191.8% | -201.1% | -60.9% |
| All | -23.3% | +406.5% | -429.8% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 all: compounded portfolio wealth divided by compounded JBL 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…
all analysis · Full analysis span regression · 6 months rolling