-50.9%
NIO vs ALLY
+83.5%
-134.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.5% |
| 30D | -6.6% | +1.9% | -8.5% | -7.5% |
| 3M | -29.9% | -12.1% | -17.8% | -25.6% |
| 6M | -46.6% | -9.0% | -37.6% | -44.8% |
| YTD | -36.5% | -12.9% | -23.5% | -33.7% |
| 1Y | -51.1% | -0.1% | -51.0% | -52.5% |
| 3Y | -55.2% | +64.6% | -119.8% | -68.2% |
| 5Y | -92.3% | -10.1% | -82.2% | -92.7% |
| All | -50.9% | +83.5% | -134.4% | -68.3% |
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