-98.5%
NVD vs ALK
-10.7%
-87.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.3% |
| 7D | +28.6% | -1.2% | +29.8% | +28.0% |
| 30D | +73.6% | +7.7% | +65.9% | +79.1% |
| 3M | +70.1% | -19.0% | +89.1% | +55.1% |
| 6M | +53.6% | -0.2% | +53.8% | +57.9% |
| YTD | -7.0% | -23.5% | +16.5% | -11.8% |
| 1Y | -9.0% | -9.1% | +0.1% | -5.7% |
| 3Y | -98.3% | +12.0% | -110.4% | -97.8% |
| All | -98.5% | -10.7% | -87.8% | -98.0% |
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