-53.8%
NIO vs ALK
-41.7%
-12.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.8% | -1.0% | -4.0% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -14.3% | +3.3% | -17.6% | -15.7% |
| 3M | -32.8% | -17.6% | -15.3% | -28.3% |
| 6M | -49.8% | +0.8% | -50.7% | -51.9% |
| YTD | -40.2% | -22.4% | -17.8% | -37.8% |
| 1Y | -52.7% | -10.1% | -42.6% | -54.0% |
| 3Y | -57.9% | +14.0% | -71.9% | -67.3% |
| 5Y | -92.9% | -29.8% | -63.0% | -92.9% |
| All | -53.8% | -41.7% | -12.1% | -55.4% |
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