-1.0%
ALK vs RACE
+10.6%
-11.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +6.0% |
| 7D | +12.4% | +9.9% | +2.5% | +5.9% |
| 30D | +2.1% | +12.8% | -10.7% | -5.4% |
| 3M | -23.9% | +7.4% | -31.2% | -27.6% |
| 6M | +8.2% | +27.6% | -19.4% | -8.5% |
| YTD | -20.5% | +18.4% | -38.8% | -29.4% |
| 1Y | -1.0% | +9.5% | -10.6% | -5.6% |
| All | -1.0% | +10.6% | -11.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling