+607.2%
NBIS vs ALLY
+17.5%
+589.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +8.6% |
| 7D | 0.0% | -0.2% | +0.2% | -0.1% |
| 30D | -36.0% | +3.4% | -39.5% | -37.8% |
| 3M | -24.7% | -11.1% | -13.7% | -18.1% |
| 6M | -20.1% | -11.5% | -8.6% | -13.5% |
| YTD | +69.0% | -12.3% | +81.3% | +84.2% |
| 1Y | +27.1% | +1.1% | +26.0% | +21.5% |
| All | +607.2% | +17.5% | +589.8% | +460.6% |
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