-56.1%
NIO vs ALK
-42.5%
-13.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.5% | -4.4% |
| 7D | -14.5% | -1.2% | -13.3% | -14.1% |
| 30D | -15.0% | +7.7% | -22.7% | -17.6% |
| 3M | -35.6% | -19.0% | -16.6% | -30.8% |
| 6M | -55.7% | -0.2% | -55.5% | -57.3% |
| YTD | -43.1% | -23.5% | -19.6% | -40.5% |
| 1Y | -53.5% | -9.1% | -44.4% | -55.1% |
| 3Y | -59.8% | +12.0% | -71.9% | -68.6% |
| 5Y | -93.2% | -30.9% | -62.4% | -93.3% |
| All | -56.1% | -42.5% | -13.5% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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