+19.3%
NU vs ALLY
-5.7%
+25.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.2% |
| 7D | +2.8% | -2.8% | +5.5% | +4.3% |
| 30D | -23.0% | +1.9% | -24.9% | -23.8% |
| 3M | -9.7% | -12.1% | +2.4% | -3.5% |
| 6M | -8.7% | -9.0% | +0.3% | -4.1% |
| YTD | -26.4% | -12.9% | -13.5% | -21.4% |
| 1Y | -24.8% | -0.1% | -24.7% | -25.3% |
| 3Y | +44.6% | +64.6% | -20.0% | +4.5% |
| All | +19.3% | -5.7% | +25.0% | +32.7% |
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