+19.6%
NOK vs ALK
-2.0%
+21.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | +12.9% | -15.7% | -4.7% |
| 30D | -20.4% | +5.5% | -25.9% | -20.9% |
| 3M | -9.6% | -12.1% | +2.5% | -7.3% |
| 6M | -35.6% | +1.7% | -37.4% | -35.2% |
| YTD | +27.5% | -17.4% | +44.9% | +29.0% |
| All | +19.6% | -2.0% | +21.6% | +14.3% |
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