+25.8%
ON vs ALK
-31.3%
+57.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | +2.5% |
| 7D | +17.0% | +0.9% | +16.1% | +16.5% |
| 30D | -3.9% | +3.3% | -7.1% | -6.1% |
| 3M | -11.5% | -17.6% | +6.1% | -3.6% |
| 6M | -29.2% | +0.8% | -30.0% | -31.8% |
| YTD | +36.2% | -22.4% | +58.5% | +46.1% |
| 1Y | +49.6% | -10.1% | +59.7% | +47.6% |
| 3Y | +9.4% | +14.0% | -4.6% | -16.8% |
| 5Y | +25.8% | -29.8% | +55.6% | +28.3% |
| All | +25.8% | -31.3% | +57.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling