+123.7%
NOK vs ALLY
+182.8%
-59.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -2.7% | -0.7% | -2.1% | -2.6% |
| 30D | -20.4% | +1.1% | -21.5% | -20.7% |
| 3M | -9.6% | -13.2% | +3.5% | -6.4% |
| 6M | -35.6% | -13.5% | -22.2% | -33.5% |
| YTD | +27.5% | -14.3% | +41.8% | +31.6% |
| 1Y | +18.4% | -1.1% | +19.5% | +17.4% |
| 3Y | +151.8% | +62.0% | +89.8% | +111.7% |
| 5Y | +61.1% | -9.6% | +70.8% | +54.0% |
| 10Y | +123.7% | +176.0% | -52.3% | +63.1% |
| All | +123.7% | +182.8% | -59.1% | +63.1% |
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