+141.2%
NVO vs ALLY
+190.4%
-49.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -7.4% | -3.3% | -4.1% | -7.0% |
| 30D | -5.5% | -4.1% | -1.5% | -5.0% |
| 3M | +4.1% | +1.4% | +2.7% | +3.8% |
| 6M | +19.3% | +14.4% | +5.0% | +17.0% |
| YTD | -9.2% | -4.9% | -4.3% | -8.8% |
| 1Y | -15.0% | +5.5% | -20.6% | -15.7% |
| 3Y | -50.9% | +66.0% | -116.9% | -54.2% |
| 5Y | -0.9% | -2.4% | +1.5% | -3.4% |
| All | +141.2% | +190.4% | -49.2% | +111.8% |
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