+28.0%
NU vs ALK
-24.1%
+52.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.2% | +12.4% |
| 7D | +9.9% | -1.2% | +11.1% | +10.3% |
| 30D | -11.5% | +7.7% | -19.2% | -15.1% |
| 3M | -5.1% | -19.0% | +13.9% | +3.2% |
| 6M | +3.1% | -0.2% | +3.3% | +0.2% |
| YTD | -21.0% | -23.5% | +2.5% | -15.2% |
| 1Y | -15.2% | -9.1% | -6.1% | -17.2% |
| 3Y | +56.4% | +12.0% | +44.4% | +8.2% |
| All | +28.0% | -24.1% | +52.1% | +27.1% |
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