+423.1%
ONTO vs ALLY
+59.4%
+363.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.5% | -10.7% |
| 7D | -17.4% | +2.4% | -19.8% | -18.6% |
| 30D | -43.2% | +5.6% | -48.8% | -45.1% |
| 3M | -35.7% | -11.7% | -24.0% | -31.9% |
| 6M | -38.3% | -7.0% | -31.3% | -36.4% |
| YTD | +17.1% | -10.4% | +27.5% | +22.8% |
| 1Y | +43.1% | +2.4% | +40.8% | +39.9% |
| 3Y | +55.4% | +59.2% | -3.8% | +17.2% |
| 5Y | +111.2% | -5.0% | +116.2% | +101.5% |
| All | +423.1% | +59.4% | +363.7% | +226.6% |
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