+101.3%
NOK vs ALK
-28.9%
+130.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +7.0% |
| 7D | +7.3% | +0.1% | +7.1% | +7.1% |
| 30D | +13.8% | -18.5% | +32.2% | +20.1% |
| 3M | -27.0% | -3.6% | -23.5% | -26.6% |
| 6M | +37.6% | -3.7% | +41.3% | +36.4% |
| YTD | +64.6% | -19.0% | +83.6% | +70.2% |
| 1Y | +132.0% | -36.0% | +168.1% | +157.0% |
| 3Y | +183.7% | +2.3% | +181.3% | +145.6% |
| 5Y | +101.3% | -27.8% | +129.0% | +89.1% |
| All | +101.3% | -28.9% | +130.2% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling