+523.3%
ON vs ALLY
+174.3%
+349.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.2% |
| 7D | +12.2% | +0.4% | +11.9% | +12.0% |
| 30D | -3.1% | +5.2% | -8.4% | -6.5% |
| 3M | -12.9% | -13.3% | +0.4% | -4.5% |
| 6M | -38.6% | -6.7% | -31.9% | -36.4% |
| YTD | +31.2% | -12.8% | +44.1% | +40.7% |
| 1Y | +47.6% | +0.7% | +47.0% | +43.7% |
| 3Y | +6.6% | +65.2% | -58.6% | -27.6% |
| 5Y | +21.3% | -10.1% | +31.4% | +18.6% |
| All | +523.3% | +174.3% | +349.1% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling