+422.0%
NUE vs ALLY
+174.3%
+247.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | -2.1% | +5.2% | -7.3% | -4.4% |
| 3M | -7.3% | -13.3% | +6.0% | -1.8% |
| 6M | +8.9% | -6.7% | +15.5% | +11.5% |
| YTD | +55.6% | -12.8% | +68.4% | +62.8% |
| 1Y | +74.7% | +0.7% | +74.0% | +71.4% |
| 3Y | +71.7% | +65.2% | +6.5% | +31.6% |
| 5Y | +141.2% | -10.1% | +151.3% | +131.3% |
| All | +422.0% | +174.3% | +247.7% | +211.4% |
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