+194.1%
NRG vs ALLY
-1.1%
+195.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +3.9% | -1.9% | +5.8% | +4.5% |
| 30D | -3.0% | -4.5% | +1.5% | -1.4% |
| 3M | -10.9% | -2.8% | -8.1% | -10.1% |
| 6M | -25.3% | +10.3% | -35.6% | -28.0% |
| YTD | -26.8% | -5.7% | -21.1% | -25.8% |
| 1Y | -23.3% | +3.9% | -27.2% | -25.0% |
| 3Y | +208.6% | +64.7% | +143.9% | +157.8% |
| 5Y | +194.1% | -2.6% | +196.7% | +167.6% |
| All | +194.1% | -1.1% | +195.3% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling