-27.3%
NRG vs ALLY
+5.0%
-32.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.7% | -3.8% | -0.9% | -3.3% |
| 30D | -6.0% | -4.9% | -1.0% | -4.2% |
| 3M | -8.0% | -2.6% | -5.4% | -7.1% |
| 6M | -23.2% | +15.7% | -38.9% | -26.9% |
| YTD | -28.1% | -5.2% | -22.9% | -27.3% |
| 1Y | -27.3% | +2.8% | -30.1% | -30.1% |
| All | -27.3% | +5.0% | -32.3% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling