+475.2%
NRG vs ALLY
+124.8%
+350.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +7.1% | +3.7% | +3.4% | +5.7% |
| 30D | -1.4% | -2.3% | +0.8% | -0.5% |
| 3M | -10.5% | +3.8% | -14.3% | -11.8% |
| 6M | -26.7% | +9.7% | -36.4% | -29.5% |
| YTD | -24.5% | -1.4% | -23.1% | -24.7% |
| 1Y | -18.6% | +8.2% | -26.8% | -21.9% |
| 3Y | +227.1% | +66.5% | +160.7% | +160.5% |
| 5Y | +198.8% | +1.2% | +197.6% | +172.6% |
| 10Y | +1,122.3% | +191.4% | +930.8% | +506.2% |
| All | +475.2% | +124.8% | +350.4% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling