+213.9%
NRG vs ALLY
+63.1%
+150.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | +3.9% | -1.9% | +5.8% | +4.7% |
| 30D | -3.0% | -4.5% | +1.5% | -1.2% |
| 3M | -10.9% | -2.8% | -8.1% | -10.0% |
| 6M | -25.3% | +10.3% | -35.6% | -28.5% |
| YTD | -26.8% | -5.7% | -21.1% | -25.7% |
| 1Y | -23.3% | +3.9% | -27.2% | -25.4% |
| All | +213.9% | +63.1% | +150.7% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling