+163.8%
ON vs ALK
+482.2%
-318.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -11.7% | +9.0% | -20.7% | -15.2% |
| 30D | -23.3% | -1.6% | -21.6% | -23.3% |
| 3M | -19.2% | -23.2% | +4.0% | -10.7% |
| 6M | -40.1% | -3.9% | -36.3% | -40.6% |
| YTD | +16.9% | -22.6% | +39.5% | +24.8% |
| 1Y | +29.7% | -5.3% | +35.1% | +26.8% |
| 3Y | -4.4% | +18.6% | -23.0% | -18.7% |
| 5Y | +7.1% | -34.4% | +41.5% | +16.0% |
| 10Y | +447.2% | -40.8% | +488.0% | +466.4% |
| All | +163.8% | +482.2% | -318.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling