+1,567.2%
NRG vs ALK
+543.7%
+1,023.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | -1.4% | -19.2% | +17.8% | +3.0% |
| 3M | -10.5% | -1.5% | -8.9% | -10.7% |
| 6M | -26.7% | -13.1% | -13.7% | -25.5% |
| YTD | -24.5% | -16.4% | -8.1% | -22.8% |
| 1Y | -18.6% | -33.1% | +14.5% | -13.2% |
| 3Y | +227.1% | +0.6% | +226.5% | +213.4% |
| 5Y | +198.8% | -26.4% | +225.2% | +199.2% |
| 10Y | +1,122.3% | -34.2% | +1,156.4% | +1,059.6% |
| All | +1,567.2% | +543.7% | +1,023.5% | +913.8% |
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