+452.4%
ON vs ALLY
+189.4%
+263.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -11.7% | +0.9% | -12.6% | -12.3% |
| 30D | -23.3% | +3.1% | -26.4% | -25.0% |
| 3M | -19.2% | -12.6% | -6.6% | -12.0% |
| 6M | -40.1% | -12.4% | -27.7% | -35.6% |
| YTD | +16.9% | -13.2% | +30.1% | +25.6% |
| 1Y | +29.7% | +1.8% | +27.9% | +25.3% |
| 3Y | -4.4% | +58.0% | -62.4% | -33.1% |
| 5Y | +7.1% | -8.4% | +15.5% | +3.4% |
| All | +452.4% | +189.4% | +263.1% | +162.6% |
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