+90.9%
NTR vs ALK
-43.2%
+134.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.3% |
| 7D | -2.5% | -3.1% | +0.7% | -1.9% |
| 30D | +17.0% | -17.1% | +34.2% | +21.3% |
| 3M | +22.2% | -3.8% | +25.9% | +21.7% |
| 6M | +5.2% | -5.3% | +10.4% | +3.3% |
| YTD | +29.7% | -20.3% | +49.9% | +31.7% |
| 1Y | +39.4% | -36.0% | +75.4% | +48.5% |
| 3Y | +38.2% | +0.8% | +37.4% | +22.7% |
| 5Y | +47.6% | -28.5% | +76.1% | +40.3% |
| All | +90.9% | -43.2% | +134.1% | +73.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling