+1,181.9%
NOK vs ALK
+1,054.7%
+127.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -10.5% | +9.0% | -19.6% | -12.6% |
| 30D | -27.9% | -1.6% | -26.2% | -27.9% |
| 3M | -18.8% | -23.2% | +4.4% | -13.9% |
| 6M | -41.9% | -3.9% | -38.1% | -42.2% |
| YTD | +18.4% | -22.6% | +41.0% | +22.6% |
| 1Y | +10.9% | -5.3% | +16.2% | +8.9% |
| 3Y | +137.9% | +18.6% | +119.3% | +112.3% |
| 5Y | +47.8% | -34.4% | +82.2% | +50.7% |
| 10Y | +116.4% | -40.8% | +157.2% | +103.8% |
| All | +1,181.9% | +1,054.7% | +127.2% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling