+41.6%
NTR vs ALK
+1.7%
+39.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +25.2% | -18.5% | +43.7% | +26.0% |
| 3M | +21.0% | -3.6% | +24.6% | +20.6% |
| 6M | +7.6% | -3.7% | +11.3% | +7.1% |
| YTD | +32.9% | -19.0% | +51.9% | +34.3% |
| 1Y | +43.1% | -36.0% | +79.1% | +47.9% |
| 3Y | +41.6% | +2.3% | +39.3% | +30.9% |
| All | +41.6% | +1.7% | +39.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling