+22.2%
NVD vs ALK
+3.7%
+18.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.1% | +1.6% | +9.7% |
| 7D | +23.8% | +8.9% | +14.9% | +24.9% |
| 30D | +57.0% | +5.9% | +51.0% | +55.9% |
| 3M | +41.6% | -16.5% | +58.1% | +32.6% |
| All | +22.2% | +3.7% | +18.5% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling