+516.0%
ON vs ALLY
+201.0%
+314.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.2% | +8.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -10.9% | +3.4% | -14.3% | -13.0% |
| 3M | -14.9% | -11.1% | -3.8% | -8.3% |
| 6M | -33.0% | -11.5% | -21.5% | -28.4% |
| YTD | +27.6% | -12.3% | +40.0% | +36.4% |
| 1Y | +44.5% | +1.1% | +43.4% | +40.3% |
| 3Y | +7.4% | +64.8% | -57.4% | -26.9% |
| 5Y | +18.7% | -6.9% | +25.6% | +13.4% |
| 10Y | +516.0% | +194.9% | +321.0% | +197.2% |
| All | +516.0% | +201.0% | +314.9% | +197.2% |
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