+101.2%
NOK vs ALLY
+124.8%
-23.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -1.8% | +3.7% | -5.4% | -2.7% |
| 30D | +4.7% | -2.3% | +7.0% | +5.4% |
| 3M | -39.7% | +3.8% | -43.5% | -40.2% |
| 6M | +23.1% | +9.7% | +13.4% | +19.4% |
| YTD | +55.0% | -1.4% | +56.4% | +54.5% |
| 1Y | +118.0% | +8.2% | +109.8% | +111.0% |
| 3Y | +170.5% | +66.5% | +104.0% | +125.4% |
| 5Y | +84.9% | +1.2% | +83.7% | +71.3% |
| 10Y | +112.0% | +191.4% | -79.4% | +32.4% |
| All | +101.2% | +124.8% | -23.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling