-43.0%
ALK vs RACE
+752.7%
-795.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.1% |
| 7D | +7.1% | +5.7% | +1.4% | +4.3% |
| 30D | -3.0% | +9.3% | -12.3% | -7.0% |
| 3M | -25.6% | +3.8% | -29.5% | -27.1% |
| 6M | +0.5% | +29.8% | -29.3% | -11.7% |
| YTD | -23.1% | +15.6% | -38.7% | -28.8% |
| 1Y | -7.5% | +5.1% | -12.6% | -10.4% |
| 3Y | +15.3% | +30.8% | -15.5% | -5.1% |
| 5Y | -34.8% | +67.4% | -102.2% | -54.0% |
| All | -43.0% | +752.7% | -795.7% | -74.2% |
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