-5.5%
ONON vs ALLY
-12.7%
+7.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.3% |
| 7D | -11.9% | -2.1% | -9.8% | -10.8% |
| 30D | -6.8% | +2.0% | -8.8% | -7.9% |
| 3M | +6.6% | -13.3% | +20.0% | +15.1% |
| 6M | -2.2% | -9.9% | +7.6% | +2.7% |
| YTD | -28.9% | -13.5% | -15.3% | -23.7% |
| 1Y | -20.3% | -2.8% | -17.5% | -20.1% |
| 3Y | +22.9% | +63.4% | -40.5% | -12.6% |
| 5Y | -11.1% | -10.9% | -0.2% | -13.0% |
| All | -5.5% | -12.7% | +7.2% | -11.6% |
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