-59.5%
NVD vs ALK
-36.6%
-22.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.6% |
| 7D | +0.5% | -3.0% | +3.5% | -0.3% |
| 30D | -9.3% | -14.6% | +5.3% | -13.5% |
| 3M | -22.1% | -10.6% | -11.5% | -23.6% |
| 6M | -45.8% | -6.7% | -39.1% | -43.7% |
| YTD | -46.7% | -19.8% | -27.0% | -46.4% |
| 1Y | -59.5% | -35.2% | -24.3% | -56.3% |
| All | -59.5% | -36.6% | -22.9% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling