+127.9%
NOK vs ALLY
+174.3%
-46.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.8% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | -14.1% | +5.2% | -19.4% | -15.4% |
| 3M | -23.6% | -13.3% | -10.3% | -20.8% |
| 6M | -45.1% | -6.7% | -38.5% | -44.3% |
| YTD | +24.7% | -12.8% | +37.6% | +28.2% |
| 1Y | +19.0% | +0.7% | +18.3% | +17.5% |
| 3Y | +147.0% | +65.2% | +81.8% | +106.4% |
| 5Y | +58.2% | -10.1% | +68.3% | +51.4% |
| All | +127.9% | +174.3% | -46.3% | +57.7% |
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