-48.6%
NIO vs ALLY
+83.0%
-131.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.8% |
| 7D | +5.6% | +0.9% | +4.7% | +5.1% |
| 30D | -4.2% | +3.1% | -7.3% | -5.8% |
| 3M | -26.3% | -12.6% | -13.7% | -21.7% |
| 6M | -42.5% | -12.4% | -30.1% | -39.5% |
| YTD | -33.5% | -13.2% | -20.4% | -30.5% |
| 1Y | -52.7% | +1.8% | -54.5% | -54.5% |
| 3Y | -57.5% | +58.0% | -115.4% | -69.1% |
| 5Y | -92.0% | -8.4% | -83.6% | -92.4% |
| All | -48.6% | +83.0% | -131.7% | -66.8% |
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