-90.6%
NIO vs ALK
-25.3%
-65.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -13.0% | -0.7% | -12.4% | -12.9% |
| 30D | -18.3% | -19.2% | +1.0% | -11.6% |
| 3M | -33.2% | -1.5% | -31.7% | -34.6% |
| 6M | -21.5% | -13.1% | -8.4% | -20.4% |
| YTD | -25.5% | -16.4% | -9.1% | -24.1% |
| 1Y | -38.0% | -33.1% | -4.9% | -30.4% |
| 3Y | -65.5% | +0.6% | -66.1% | -73.9% |
| All | -90.6% | -25.3% | -65.4% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling