+129.8%
NOK vs ALLY
+178.1%
-48.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +9.3% | -1.9% | +11.3% | +9.8% |
| 30D | +17.9% | -4.5% | +22.3% | +19.2% |
| 3M | -22.3% | -2.8% | -19.5% | -21.7% |
| 6M | +36.4% | +10.3% | +26.1% | +32.1% |
| YTD | +66.3% | -5.7% | +72.0% | +67.6% |
| 1Y | +134.4% | +3.9% | +130.5% | +129.2% |
| 3Y | +186.6% | +64.7% | +121.9% | +139.9% |
| 5Y | +102.7% | -2.6% | +105.3% | +89.6% |
| 10Y | +129.8% | +186.0% | -56.2% | +50.4% |
| All | +129.8% | +178.1% | -48.3% | +50.4% |
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