+196.1%
NVO vs ALLY
+98.8%
+97.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +9.2% | +5.2% | +4.0% | +8.4% |
| 3M | -9.8% | -13.3% | +3.6% | -8.0% |
| 6M | -10.4% | -6.7% | -3.8% | -9.7% |
| YTD | -14.1% | -12.8% | -1.3% | -12.7% |
| 1Y | -11.1% | +0.7% | -11.8% | -11.3% |
| 3Y | -54.9% | +65.2% | -120.2% | -58.1% |
| 5Y | -17.4% | -10.1% | -7.3% | -18.7% |
| 10Y | +214.4% | +177.0% | +37.4% | +151.1% |
| All | +196.1% | +98.8% | +97.3% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling