+376.6%
NSC vs ALLY
+124.8%
+251.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | +3.7% | -9.2% | -6.7% |
| 30D | -3.2% | -2.3% | -1.0% | -2.5% |
| 3M | +7.7% | +3.8% | +3.8% | +5.9% |
| 6M | +4.5% | +9.7% | -5.2% | +0.2% |
| YTD | +15.6% | -1.4% | +17.0% | +14.9% |
| 1Y | +19.8% | +8.2% | +11.6% | +14.5% |
| 3Y | +70.1% | +66.5% | +3.6% | +34.0% |
| 5Y | +46.1% | +1.2% | +44.9% | +32.0% |
| 10Y | +328.1% | +191.4% | +136.7% | +128.1% |
| All | +376.6% | +124.8% | +251.8% | +166.8% |
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