+48.8%
NU vs ALLY
+6.8%
+42.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +7.5% | +3.7% | +3.8% | +5.5% |
| 30D | +6.1% | -2.3% | +8.4% | +7.5% |
| 3M | +26.8% | +3.8% | +23.0% | +24.5% |
| 6M | +2.5% | +9.7% | -7.2% | -2.6% |
| YTD | -8.2% | -1.4% | -6.8% | -8.0% |
| 1Y | +3.4% | +8.2% | -4.9% | -1.8% |
| 3Y | +116.2% | +66.5% | +49.7% | +55.7% |
| All | +48.8% | +6.8% | +42.0% | +55.3% |
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