-29.9%
NRG vs ALK
-35.4%
+5.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -6.8% | -17.1% | +10.3% | -2.1% |
| 3M | -7.1% | -3.8% | -3.4% | -7.6% |
| 6M | -27.6% | -5.3% | -22.3% | -28.6% |
| YTD | -29.2% | -20.3% | -8.9% | -27.9% |
| 1Y | -29.9% | -36.0% | +6.1% | -31.7% |
| All | -29.9% | -35.4% | +5.5% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling