+123.7%
NOK vs ALK
-39.7%
+163.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | +12.9% | -15.7% | -5.4% |
| 30D | -20.4% | +5.5% | -25.9% | -21.6% |
| 3M | -9.6% | -12.1% | +2.5% | -7.3% |
| 6M | -35.6% | +1.7% | -37.4% | -36.6% |
| YTD | +27.5% | -17.4% | +44.9% | +30.1% |
| 1Y | +18.4% | -1.9% | +20.3% | +15.6% |
| 3Y | +151.8% | +21.2% | +130.6% | +123.0% |
| 5Y | +61.1% | -27.8% | +88.9% | +58.7% |
| 10Y | +123.7% | -41.0% | +164.7% | +130.5% |
| All | +123.7% | -39.7% | +163.4% | +130.5% |
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