+302.5%
NSC vs ALLY
+201.0%
+101.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -5.4% | -0.2% | -5.1% | -5.3% |
| 30D | +2.9% | +3.4% | -0.5% | +1.7% |
| 3M | -2.2% | -11.1% | +8.9% | +1.7% |
| 6M | +5.3% | -11.5% | +16.8% | +9.2% |
| YTD | +14.8% | -12.3% | +27.1% | +18.7% |
| 1Y | +16.6% | +1.1% | +15.5% | +14.3% |
| 3Y | +78.6% | +64.8% | +13.8% | +41.3% |
| 5Y | +27.2% | -6.9% | +34.0% | +18.8% |
| 10Y | +302.5% | +194.9% | +107.6% | +120.8% |
| All | +302.5% | +201.0% | +101.5% | +120.8% |
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 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