+535.7%
ON vs ALK
-39.7%
+575.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | +12.9% | -17.1% | -9.9% |
| 30D | -10.2% | +5.5% | -15.8% | -13.2% |
| 3M | -12.7% | -12.1% | -0.6% | -7.8% |
| 6M | -32.5% | +1.7% | -34.3% | -35.3% |
| YTD | +28.6% | -17.4% | +46.0% | +34.1% |
| 1Y | +43.4% | -1.9% | +45.3% | +36.1% |
| 3Y | +3.3% | +21.2% | -17.9% | -19.3% |
| 5Y | +22.5% | -27.8% | +50.3% | +25.5% |
| 10Y | +535.7% | -41.0% | +576.7% | +453.1% |
| All | +535.7% | -39.7% | +575.4% | +453.1% |
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 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