+1,040.6%
NBIS vs ALLY
+27.4%
+1,013.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -5.7% |
| 7D | +8.3% | -3.3% | +11.6% | +10.7% |
| 30D | +18.1% | -4.1% | +22.1% | +21.9% |
| 3M | +7.8% | +1.4% | +6.4% | +6.8% |
| 6M | +136.6% | +14.4% | +122.2% | +106.1% |
| YTD | +172.5% | -4.9% | +177.4% | +180.8% |
| 1Y | +144.3% | +5.5% | +138.7% | +125.4% |
| All | +1,040.6% | +27.4% | +1,013.2% | +754.4% |
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