+23.9%
ONDS vs ALLE
+48.3%
-24.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.3% |
| 30D | -14.1% | -6.8% | -7.3% | -10.4% |
| 3M | -36.3% | +21.0% | -57.4% | -43.4% |
| 6M | -27.5% | +1.1% | -28.6% | -28.4% |
| YTD | -21.9% | -0.5% | -21.4% | -23.4% |
| 1Y | +43.0% | -7.3% | +50.2% | +46.6% |
| 3Y | +697.1% | +42.3% | +654.8% | +496.3% |
| 5Y | -1.2% | +13.5% | -14.6% | -35.4% |
| All | +23.9% | +48.3% | -24.4% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling