-21.7%
ONON vs ALLY
-4.3%
-17.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -3.8% | +1.7% | 0.0% |
| 30D | -11.6% | -4.9% | -6.7% | -9.1% |
| 3M | -30.1% | -2.6% | -27.5% | -29.3% |
| 6M | -30.5% | +15.7% | -46.2% | -36.2% |
| YTD | -41.0% | -5.2% | -35.9% | -39.8% |
| 1Y | -36.7% | +2.8% | -39.5% | -38.4% |
| 3Y | -8.6% | +63.4% | -72.0% | -34.7% |
| All | -21.7% | -4.3% | -17.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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