+523.3%
ON vs ALK
-45.9%
+569.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -2.9% |
| 7D | +12.2% | -1.2% | +13.4% | +12.9% |
| 30D | -3.1% | +7.7% | -10.8% | -7.5% |
| 3M | -12.9% | -19.0% | +6.1% | -4.1% |
| 6M | -38.6% | -0.2% | -38.4% | -40.5% |
| YTD | +31.2% | -23.5% | +54.7% | +42.1% |
| 1Y | +47.6% | -9.1% | +56.8% | +45.4% |
| 3Y | +6.6% | +12.0% | -5.4% | -13.4% |
| 5Y | +21.3% | -30.9% | +52.1% | +26.8% |
| All | +523.3% | -45.9% | +569.2% | +476.6% |
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