+45.5%
NOK vs ALK
-34.8%
+80.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -10.5% | +9.0% | -19.6% | -12.9% |
| 30D | -27.9% | -1.6% | -26.2% | -27.8% |
| 3M | -18.8% | -23.2% | +4.4% | -13.0% |
| 6M | -41.9% | -3.9% | -38.1% | -42.1% |
| YTD | +18.4% | -22.6% | +41.0% | +23.6% |
| 1Y | +10.9% | -5.3% | +16.2% | +8.2% |
| 3Y | +137.9% | +18.6% | +119.3% | +89.3% |
| All | +45.5% | -34.8% | +80.3% | +43.9% |
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