+45.2%
NU vs ALK
-20.4%
+65.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.7% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | +8.2% | -14.6% | +22.8% | +15.8% |
| 3M | +26.3% | -10.6% | +36.8% | +30.8% |
| 6M | +2.2% | -6.7% | +9.0% | +2.3% |
| YTD | -10.4% | -19.8% | +9.4% | -5.1% |
| 1Y | -3.0% | -35.2% | +32.2% | +13.1% |
| 3Y | +120.3% | +1.4% | +118.9% | +71.5% |
| All | +45.2% | -20.4% | +65.6% | +42.3% |
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