+19.0%
NOK vs ALK
-10.2%
+29.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.3% |
| 7D | +5.4% | -1.2% | +6.5% | +5.6% |
| 30D | -14.1% | +7.7% | -21.8% | -15.2% |
| 3M | -23.6% | -19.0% | -4.6% | -20.5% |
| 6M | -45.1% | -0.2% | -44.9% | -44.3% |
| YTD | +24.7% | -23.5% | +48.2% | +27.8% |
| 1Y | +19.0% | -9.1% | +28.1% | +16.6% |
| All | +19.0% | -10.2% | +29.2% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling