+69.3%
NOK vs ALLY
+98.6%
-29.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +2.2% | -2.8% | +4.9% | +3.0% |
| 30D | -14.7% | +1.9% | -16.6% | -15.2% |
| 3M | -10.6% | -12.1% | +1.5% | -7.6% |
| 6M | -39.4% | -9.0% | -30.4% | -38.1% |
| YTD | +30.4% | -12.9% | +43.4% | +34.2% |
| 1Y | +22.3% | -0.1% | +22.4% | +21.0% |
| 3Y | +157.6% | +64.6% | +93.0% | +115.0% |
| 5Y | +64.6% | -10.1% | +74.6% | +57.5% |
| 10Y | +132.5% | +176.7% | -44.2% | +46.7% |
| All | +69.3% | +98.6% | -29.3% | +12.8% |
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 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