-23.3%
ONON vs ALLE
+16.8%
-40.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | +0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -2.1% |
| 30D | -30.8% | -8.3% | -22.5% | -27.0% |
| 3M | -29.8% | +16.3% | -46.1% | -37.6% |
| 6M | -34.8% | +1.8% | -36.6% | -36.7% |
| YTD | -42.3% | -3.9% | -38.3% | -42.2% |
| 1Y | -39.5% | -10.0% | -29.5% | -36.7% |
| 3Y | -9.3% | +45.8% | -55.1% | -38.2% |
| All | -23.3% | +16.8% | -40.1% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling