-98.8%
NVD vs ALK
+16.0%
-114.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.2% |
| 7D | +16.8% | +9.0% | +7.8% | +21.3% |
| 30D | +54.3% | -1.6% | +56.0% | +53.0% |
| 3M | +24.3% | -23.2% | +47.5% | +10.7% |
| 6M | +0.6% | -3.9% | +4.5% | +1.4% |
| YTD | -27.7% | -22.6% | -5.1% | -31.0% |
| 1Y | -29.4% | -5.3% | -24.1% | -25.4% |
| 3Y | -98.8% | +18.6% | -117.4% | -98.5% |
| All | -98.8% | +16.0% | -114.8% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling