+1,046.6%
NRG vs ALLY
+190.4%
+856.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | -0.2% | -3.3% | +3.1% | +1.0% |
| 30D | -6.8% | -4.1% | -2.7% | -5.4% |
| 3M | -7.1% | +1.4% | -8.5% | -7.7% |
| 6M | -27.6% | +14.4% | -41.9% | -31.1% |
| YTD | -29.2% | -4.9% | -24.3% | -28.4% |
| 1Y | -29.9% | +5.5% | -35.4% | -31.9% |
| 3Y | +198.7% | +66.0% | +132.6% | +143.0% |
| 5Y | +192.9% | -2.4% | +195.3% | +172.8% |
| All | +1,046.6% | +190.4% | +856.2% | +611.4% |
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