+924.9%
NRG vs ALLY
+174.3%
+750.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +10.0% | +0.4% | +9.6% | +9.8% |
| 30D | -3.2% | +5.2% | -8.5% | -5.3% |
| 3M | -18.5% | -13.3% | -5.2% | -14.6% |
| 6M | -25.3% | -6.7% | -18.6% | -23.8% |
| YTD | -38.1% | -12.8% | -25.3% | -35.7% |
| 1Y | -40.7% | +0.7% | -41.4% | -41.5% |
| 3Y | +121.8% | +65.2% | +56.5% | +80.8% |
| 5Y | +209.2% | -10.1% | +219.4% | +196.2% |
| All | +924.9% | +174.3% | +750.6% | +488.5% |
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 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