+1,266.9%
NRG vs ALK
+489.2%
+777.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +10.0% | -1.2% | +11.2% | +10.3% |
| 30D | -3.2% | +7.7% | -10.9% | -5.3% |
| 3M | -18.5% | -19.0% | +0.5% | -15.3% |
| 6M | -25.3% | -0.2% | -25.1% | -26.2% |
| YTD | -38.1% | -23.5% | -14.6% | -35.8% |
| 1Y | -40.7% | -9.1% | -31.6% | -40.7% |
| 3Y | +121.8% | +12.0% | +109.7% | +107.5% |
| 5Y | +209.2% | -30.9% | +240.1% | +213.0% |
| 10Y | +981.4% | -45.6% | +1,026.9% | +956.7% |
| All | +1,266.9% | +489.2% | +777.7% | +742.4% |
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 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