+323.6%
NSC vs ALK
-34.2%
+357.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -5.5% | -0.7% | -4.9% | -5.3% |
| 30D | -3.2% | -19.2% | +16.0% | +2.4% |
| 3M | +7.7% | -1.5% | +9.2% | +6.9% |
| 6M | +4.5% | -13.1% | +17.6% | +6.1% |
| YTD | +15.6% | -16.4% | +32.0% | +17.7% |
| 1Y | +19.8% | -33.1% | +52.9% | +29.3% |
| 3Y | +70.1% | +0.6% | +69.5% | +52.8% |
| 5Y | +46.1% | -26.4% | +72.5% | +40.4% |
| All | +323.6% | -34.2% | +357.8% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling