+556.1%
ON vs ALK
-41.4%
+597.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.4% |
| 7D | +3.3% | +2.6% | +0.8% | +2.3% |
| 30D | -3.1% | +7.8% | -10.9% | -7.4% |
| 3M | -9.2% | -15.2% | +6.0% | -2.4% |
| 6M | -31.4% | +5.0% | -36.4% | -35.1% |
| YTD | +36.0% | -18.4% | +54.4% | +42.6% |
| 1Y | +52.0% | -2.4% | +54.4% | +44.5% |
| 3Y | +9.3% | +19.8% | -10.5% | -14.1% |
| 5Y | +26.5% | -27.8% | +54.3% | +29.5% |
| 10Y | +556.1% | -42.0% | +598.1% | +475.8% |
| All | +556.1% | -41.4% | +597.5% | +475.8% |
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 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