-48.3%
NIO vs ALK
-37.7%
-10.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | -2.1% |
| 7D | +6.9% | +8.9% | -2.0% | +3.3% |
| 30D | -4.7% | +5.9% | -10.7% | -7.2% |
| 3M | -28.1% | -16.5% | -11.5% | -23.8% |
| 6M | -41.7% | +2.1% | -43.8% | -44.3% |
| YTD | -33.1% | -17.1% | -16.0% | -32.2% |
| 1Y | -50.3% | -2.9% | -47.4% | -53.1% |
| 3Y | -54.4% | +24.5% | -78.8% | -65.8% |
| 5Y | -91.6% | -29.1% | -62.5% | -91.8% |
| All | -48.3% | -37.7% | -10.6% | -51.4% |
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