-99.2%
NVD vs ALK
-5.5%
-93.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +2.5% |
| 7D | -7.7% | +0.1% | -7.8% | -7.5% |
| 30D | -5.8% | -18.5% | +12.7% | -14.0% |
| 3M | -23.2% | -3.6% | -19.7% | -22.9% |
| 6M | -49.7% | -3.7% | -46.0% | -47.9% |
| YTD | -47.7% | -19.0% | -28.7% | -49.2% |
| 1Y | -61.3% | -36.0% | -25.3% | -67.1% |
| 3Y | -99.2% | +2.3% | -101.5% | -98.9% |
| All | -99.2% | -5.5% | -93.7% | -98.9% |
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 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