-47.4%
ALK vs RACE
+729.2%
-776.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | +7.7% | +6.1% | +1.6% | +4.7% |
| 3M | -19.0% | -0.3% | -18.7% | -19.0% |
| 6M | -0.2% | +23.4% | -23.6% | -10.2% |
| YTD | -23.5% | +12.5% | -36.0% | -28.2% |
| 1Y | -9.1% | -0.5% | -8.7% | -9.6% |
| 3Y | +12.0% | +23.6% | -11.6% | -5.2% |
| 5Y | -30.9% | +65.4% | -96.3% | -51.0% |
| All | -47.4% | +729.2% | -776.6% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling