-5.1%
ONDS vs ALLE
+13.7%
-18.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.2% |
| 30D | -14.1% | -6.8% | -7.3% | -9.6% |
| 3M | -36.3% | +21.0% | -57.4% | -44.9% |
| 6M | -27.5% | +1.1% | -28.6% | -28.6% |
| YTD | -21.9% | -0.5% | -21.4% | -23.9% |
| 1Y | +43.0% | -7.3% | +50.2% | +47.1% |
| 3Y | +697.1% | +42.3% | +654.8% | +442.7% |
| All | -5.1% | +13.7% | -18.8% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling