+231.4%
NVO vs ALLY
+124.8%
+106.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.2% | +3.7% | -1.5% | +1.7% |
| 30D | +6.0% | -2.3% | +8.2% | +6.3% |
| 3M | +7.9% | +3.8% | +4.0% | +7.2% |
| 6M | +27.1% | +9.7% | +17.4% | +25.2% |
| YTD | -3.8% | -1.4% | -2.4% | -3.9% |
| 1Y | -12.8% | +8.2% | -21.1% | -14.0% |
| 3Y | -46.3% | +66.5% | -112.8% | -50.3% |
| 5Y | +3.6% | +1.2% | +2.4% | +0.2% |
| 10Y | +157.0% | +191.4% | -34.4% | +104.8% |
| All | +231.4% | +124.8% | +106.6% | +183.5% |
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