-13.3%
ONDS vs ALLE
+75.6%
-88.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.9% | +19.0% | +18.5% |
| 7D | -15.6% | -0.6% | -15.0% | -15.4% |
| 30D | -25.8% | +25.3% | -51.1% | -35.3% |
| 3M | -39.0% | +10.3% | -49.2% | -42.6% |
| 6M | -42.9% | +38.0% | -80.9% | -53.2% |
| YTD | -45.3% | +17.8% | -63.1% | -51.7% |
| 1Y | +1.6% | +13.6% | -12.0% | -8.6% |
| 3Y | +834.3% | +89.2% | +745.1% | +481.3% |
| 5Y | -43.8% | +51.1% | -94.8% | -64.8% |
| All | -13.3% | +75.6% | -88.9% | -45.8% |
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