+2,494.8%
NVDL vs ALLY
+78.9%
+2,415.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.2% |
| 7D | -8.7% | -3.3% | -5.4% | -6.8% |
| 30D | -1.3% | -4.1% | +2.7% | +1.4% |
| 3M | +11.4% | +1.4% | +10.0% | +10.3% |
| 6M | +22.9% | +14.4% | +8.5% | +12.4% |
| YTD | +15.4% | -4.9% | +20.3% | +18.1% |
| 1Y | +18.8% | +5.5% | +13.2% | +12.6% |
| 3Y | +641.4% | +66.0% | +575.3% | +458.3% |
| All | +2,494.8% | +78.9% | +2,415.9% | +1,726.1% |
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