+213.9%
NRG vs ALK
+1.1%
+212.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.6% | -3.3% |
| 7D | +3.9% | -3.0% | +6.8% | +4.8% |
| 30D | -3.0% | -14.6% | +11.6% | +1.4% |
| 3M | -10.9% | -10.6% | -0.3% | -8.9% |
| 6M | -25.3% | -6.7% | -18.6% | -25.3% |
| YTD | -26.8% | -19.8% | -7.1% | -24.1% |
| 1Y | -23.3% | -35.2% | +11.9% | -16.0% |
| All | +213.9% | +1.1% | +212.8% | +179.6% |
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