+581.1%
ON vs ALK
-35.2%
+616.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -3.3% | -19.2% | +15.9% | +7.2% |
| 3M | -43.6% | -1.5% | -42.1% | -44.2% |
| 6M | +19.0% | -13.1% | +32.0% | +23.1% |
| YTD | +37.4% | -16.4% | +53.8% | +43.3% |
| 1Y | +54.8% | -33.1% | +87.8% | +79.8% |
| 3Y | -25.2% | +0.6% | -25.8% | -34.8% |
| 5Y | +62.7% | -26.4% | +89.1% | +65.3% |
| All | +581.1% | -35.2% | +616.3% | +548.0% |
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