+192.2%
NVO vs ALLY
+98.6%
+93.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.6% | -2.8% | +0.2% | -2.2% |
| 30D | +6.5% | +1.9% | +4.6% | +6.2% |
| 3M | -11.8% | -12.1% | +0.3% | -10.2% |
| 6M | -10.3% | -9.0% | -1.3% | -9.2% |
| YTD | -15.2% | -12.9% | -2.3% | -13.8% |
| 1Y | -12.2% | -0.1% | -12.1% | -12.3% |
| 3Y | -55.7% | +64.6% | -120.3% | -58.8% |
| 5Y | -18.7% | -10.1% | -8.7% | -20.0% |
| 10Y | +210.3% | +176.7% | +33.6% | +147.9% |
| All | +192.2% | +98.6% | +93.6% | +154.3% |
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