+5,859.6%
NSC vs ALK
+794.3%
+5,065.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.8% | -1.3% |
| 7D | +1.8% | +12.4% | -10.6% | -1.4% |
| 30D | +8.8% | +2.1% | +6.8% | +7.9% |
| 3M | +1.2% | -23.9% | +25.1% | +7.8% |
| 6M | +11.3% | +8.2% | +3.1% | +7.0% |
| YTD | +20.7% | -20.5% | +41.2% | +23.8% |
| 1Y | +23.4% | -1.0% | +24.4% | +19.0% |
| 3Y | +87.1% | +19.2% | +67.9% | +63.9% |
| 5Y | +33.8% | -28.2% | +62.0% | +30.6% |
| 10Y | +356.6% | -39.2% | +395.8% | +327.8% |
| All | +5,859.6% | +794.3% | +5,065.3% | +2,006.3% |
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 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