+123.9%
NRG vs ALK
+14.9%
+109.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.9% |
| 7D | +21.7% | +0.9% | +20.8% | +21.5% |
| 30D | -8.1% | +3.3% | -11.3% | -9.4% |
| 3M | -18.3% | -17.6% | -0.8% | -14.2% |
| 6M | -28.0% | +0.8% | -28.8% | -29.6% |
| YTD | -37.5% | -22.4% | -15.2% | -34.9% |
| 1Y | -41.1% | -10.1% | -31.0% | -41.3% |
| All | +123.9% | +14.9% | +109.1% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling