+449.9%
NUE vs ALLY
+182.4%
+267.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | -2.4% | -2.8% | +0.3% | -1.2% |
| 30D | +3.8% | +1.9% | +1.9% | +2.8% |
| 3M | -3.7% | -12.1% | +8.5% | +1.6% |
| 6M | +13.2% | -9.0% | +22.2% | +17.2% |
| YTD | +61.6% | -12.9% | +74.5% | +69.2% |
| 1Y | +83.6% | -0.1% | +83.7% | +80.9% |
| 3Y | +78.6% | +64.6% | +14.0% | +37.2% |
| 5Y | +148.0% | -10.1% | +158.0% | +137.7% |
| 10Y | +449.9% | +176.7% | +273.2% | +223.8% |
| All | +449.9% | +182.4% | +267.5% | +223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling