+1,268.9%
NOK vs ALK
+1,136.6%
+132.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +5.1% |
| 7D | -1.4% | +8.9% | -10.4% | -3.6% |
| 30D | -21.0% | +5.9% | -27.0% | -22.5% |
| 3M | -12.6% | -16.5% | +3.9% | -9.2% |
| 6M | -36.2% | +2.1% | -38.3% | -37.4% |
| YTD | +26.4% | -17.1% | +43.5% | +28.8% |
| 1Y | +19.6% | -2.9% | +22.5% | +16.9% |
| 3Y | +152.6% | +24.5% | +128.1% | +122.9% |
| 5Y | +57.3% | -29.1% | +86.4% | +57.5% |
| 10Y | +123.8% | -39.1% | +162.9% | +109.5% |
| All | +1,268.9% | +1,136.6% | +132.4% | +367.9% |
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 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