+129.8%
NOK vs ALK
-39.2%
+169.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | +9.3% | -3.0% | +12.3% | +10.0% |
| 30D | +17.9% | -14.6% | +32.5% | +22.0% |
| 3M | -22.3% | -10.6% | -11.7% | -20.5% |
| 6M | +36.4% | -6.7% | +43.1% | +36.5% |
| YTD | +66.3% | -19.8% | +86.1% | +71.3% |
| 1Y | +134.4% | -35.2% | +169.6% | +152.5% |
| 3Y | +186.6% | +1.4% | +185.2% | +165.9% |
| 5Y | +102.7% | -30.7% | +133.3% | +101.6% |
| 10Y | +129.8% | -37.4% | +167.2% | +117.4% |
| All | +129.8% | -39.2% | +169.0% | +117.4% |
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