-22.1%
ONON vs ALLE
+20.1%
-42.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.1% |
| 7D | -1.7% | +2.8% | -4.4% | -3.4% |
| 30D | -27.4% | -7.6% | -19.7% | -23.8% |
| 3M | -26.5% | +22.8% | -49.3% | -37.0% |
| 6M | -34.2% | +4.6% | -38.8% | -37.2% |
| YTD | -41.3% | -1.2% | -40.1% | -42.3% |
| 1Y | -39.7% | -9.1% | -30.5% | -37.1% |
| 3Y | -7.8% | +50.0% | -57.8% | -38.3% |
| All | -22.1% | +20.1% | -42.2% | -40.0% |
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