-0.9%
ONON vs ALLE
+46.4%
-47.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.1% | +25.9% | -27.0% | -15.1% |
| 3M | -10.5% | +14.9% | -25.4% | -18.8% |
| 6M | -1.5% | +42.1% | -43.6% | -23.5% |
| YTD | -25.3% | +20.4% | -45.7% | -35.7% |
| 1Y | -0.7% | +14.9% | -15.6% | -11.7% |
| 3Y | +29.0% | +90.1% | -61.1% | -27.0% |
| 5Y | -6.7% | +53.0% | -59.7% | -37.6% |
| All | -0.9% | +46.4% | -47.2% | -33.1% |
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