-34.9%
ALK vs RACE
+818.0%
-852.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.5% |
| 7D | -0.7% | -2.5% | +1.9% | +0.5% |
| 30D | -19.2% | +0.8% | -20.0% | -19.7% |
| 3M | -1.5% | +17.2% | -18.7% | -9.0% |
| 6M | -13.1% | +13.6% | -26.6% | -18.3% |
| YTD | -16.4% | +12.2% | -28.6% | -21.5% |
| 1Y | -33.1% | -16.3% | -16.8% | -28.6% |
| 3Y | +0.6% | +36.4% | -35.8% | -19.2% |
| 5Y | -26.4% | +95.0% | -121.4% | -51.7% |
| All | -34.9% | +818.0% | -852.9% | -75.4% |
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