-15.0%
NVO vs ALLY
+5.1%
-20.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -7.4% | -3.3% | -4.1% | -6.3% |
| 30D | -5.5% | -4.1% | -1.5% | -4.2% |
| 3M | +4.1% | +1.4% | +2.7% | +2.9% |
| 6M | +19.3% | +14.4% | +5.0% | +10.3% |
| YTD | -9.2% | -4.9% | -4.3% | -7.9% |
| 1Y | -15.0% | +5.5% | -20.6% | -14.6% |
| All | -15.0% | +5.1% | -20.1% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling