+376.3%
NSC vs ALLY
+101.5%
+274.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.9% |
| 7D | -3.8% | -1.1% | -2.6% | -3.4% |
| 30D | +4.1% | +4.2% | -0.1% | +2.5% |
| 3M | -3.3% | -12.4% | +9.1% | +1.1% |
| 6M | +5.9% | -8.7% | +14.5% | +8.6% |
| YTD | +15.5% | -11.6% | +27.1% | +19.2% |
| 1Y | +19.3% | +0.2% | +19.2% | +17.4% |
| 3Y | +79.0% | +57.1% | +22.0% | +44.1% |
| 5Y | +28.3% | -6.8% | +35.2% | +19.6% |
| 10Y | +336.8% | +200.4% | +136.5% | +129.4% |
| All | +376.3% | +101.5% | +274.8% | +176.8% |
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