+802.7%
ON vs ALLE
+331.3%
+471.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -9.3% |
| 7D | -16.3% | 0.0% | -16.3% | -16.2% |
| 30D | -27.0% | +20.6% | -47.6% | -37.8% |
| 3M | -18.1% | +11.4% | -29.5% | -25.8% |
| 6M | -38.6% | +42.5% | -81.2% | -55.5% |
| YTD | +16.4% | +18.9% | -2.5% | -2.9% |
| 1Y | +25.8% | +14.2% | +11.7% | +8.5% |
| 3Y | -7.7% | +90.7% | -98.4% | -48.7% |
| 5Y | +6.6% | +52.5% | -45.9% | -28.9% |
| 10Y | +444.6% | +231.2% | +213.4% | +103.2% |
| All | +802.7% | +331.3% | +471.4% | +192.8% |
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