+7.2%
ONON vs ALLY
-11.5%
+18.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.1% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +7.0% | +3.4% | +3.5% | +4.8% |
| 3M | -0.1% | -11.1% | +11.0% | +6.2% |
| 6M | +6.5% | -11.5% | +18.0% | +12.9% |
| YTD | -19.3% | -12.3% | -6.9% | -14.2% |
| 1Y | +7.2% | +1.1% | +6.1% | +5.3% |
| 3Y | +39.1% | +64.8% | -25.7% | -1.6% |
| 5Y | -0.8% | -6.9% | +6.0% | -4.9% |
| All | +7.2% | -11.5% | +18.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling