+54.8%
ON vs ALK
-33.1%
+87.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | -3.3% | -19.2% | +15.9% | +4.0% |
| 3M | -43.6% | -1.5% | -42.1% | -43.9% |
| 6M | +19.0% | -13.1% | +32.0% | +20.5% |
| YTD | +37.4% | -16.4% | +53.8% | +39.2% |
| 1Y | +54.8% | -33.1% | +87.8% | +55.1% |
| All | +54.8% | -33.1% | +87.8% | +55.1% |
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