+1,046.6%
NRG vs ALK
-37.3%
+1,083.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -6.8% | -17.1% | +10.3% | -1.8% |
| 3M | -7.1% | -3.8% | -3.4% | -7.0% |
| 6M | -27.6% | -5.3% | -22.3% | -27.7% |
| YTD | -29.2% | -20.3% | -8.9% | -26.2% |
| 1Y | -29.9% | -36.0% | +6.1% | -22.8% |
| 3Y | +198.7% | +0.8% | +197.9% | +179.5% |
| 5Y | +192.9% | -28.5% | +221.4% | +193.4% |
| All | +1,046.6% | -37.3% | +1,083.9% | +855.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling