+780.2%
ON vs ALLY
+124.8%
+655.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | +3.7% | -1.2% | +0.1% |
| 30D | -3.3% | -2.3% | -1.0% | -2.0% |
| 3M | -43.6% | +3.8% | -47.4% | -45.2% |
| 6M | +19.0% | +9.7% | +9.2% | +10.7% |
| YTD | +37.4% | -1.4% | +38.8% | +36.2% |
| 1Y | +54.8% | +8.2% | +46.5% | +43.7% |
| 3Y | -25.2% | +66.5% | -91.6% | -49.1% |
| 5Y | +62.7% | +1.2% | +61.5% | +47.1% |
| 10Y | +574.3% | +191.4% | +382.9% | +189.8% |
| All | +780.2% | +124.8% | +655.4% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling