+165.2%
NOK vs ALK
+4.2%
+161.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.1% | +2.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +4.7% | -19.2% | +23.9% | +9.3% |
| 3M | -39.7% | -1.5% | -38.1% | -39.5% |
| 6M | +23.1% | -13.1% | +36.1% | +25.4% |
| YTD | +55.0% | -16.4% | +71.4% | +58.3% |
| 1Y | +118.0% | -33.1% | +151.1% | +134.8% |
| All | +165.2% | +4.2% | +161.0% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling