+5,605.4%
NSC vs ALK
+839.9%
+4,765.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -5.5% | -0.7% | -4.9% | -5.4% |
| 30D | -3.2% | -19.2% | +16.0% | +2.0% |
| 3M | +7.7% | -1.5% | +9.2% | +7.0% |
| 6M | +4.5% | -13.1% | +17.6% | +5.9% |
| YTD | +15.6% | -16.4% | +32.0% | +17.6% |
| 1Y | +19.8% | -33.1% | +52.9% | +28.2% |
| 3Y | +70.1% | +0.6% | +69.5% | +56.5% |
| 5Y | +46.1% | -26.4% | +72.5% | +42.1% |
| 10Y | +328.1% | -34.2% | +362.2% | +294.6% |
| All | +5,605.4% | +839.9% | +4,765.5% | +1,900.6% |
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 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