+32.3%
NSC vs ALLY
-10.0%
+42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +1.7% | +5.2% | -3.5% | +0.3% |
| 3M | -2.6% | -13.3% | +10.8% | +1.1% |
| 6M | +6.4% | -6.7% | +13.1% | +7.9% |
| YTD | +15.5% | -12.8% | +28.3% | +18.8% |
| 1Y | +17.6% | +0.7% | +16.9% | +16.0% |
| 3Y | +75.0% | +65.2% | +9.8% | +47.3% |
| All | +32.3% | -10.0% | +42.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling