-7.8%
ALK vs RACE
-2.3%
-5.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.4% | -3.2% |
| 7D | +0.9% | -4.0% | +4.9% | +3.7% |
| 30D | +3.3% | +3.5% | -0.3% | +1.3% |
| 3M | -17.6% | -0.4% | -17.1% | -17.6% |
| 6M | +0.8% | +23.2% | -22.3% | -12.4% |
| YTD | -22.4% | +11.0% | -33.4% | -28.0% |
| All | -7.8% | -2.3% | -5.4% | -4.9% |
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