+807.0%
ON vs ALLE
+327.3%
+479.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -11.7% | -0.6% | -11.1% | -11.2% |
| 30D | -23.3% | +25.3% | -48.6% | -36.6% |
| 3M | -19.2% | +10.3% | -29.5% | -26.2% |
| 6M | -40.1% | +38.0% | -78.2% | -55.5% |
| YTD | +16.9% | +17.8% | -0.9% | -1.7% |
| 1Y | +29.7% | +13.6% | +16.1% | +12.3% |
| 3Y | -4.4% | +89.2% | -93.6% | -46.6% |
| 5Y | +7.1% | +51.1% | -44.0% | -28.0% |
| 10Y | +447.2% | +228.1% | +219.1% | +105.6% |
| All | +807.0% | +327.3% | +479.7% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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