-1.6%
ALK vs RACE
+3.0%
-4.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.7% |
| 7D | +8.9% | +3.9% | +5.0% | +6.4% |
| 30D | +5.9% | +7.4% | -1.5% | +1.5% |
| 3M | -16.5% | +1.6% | -18.1% | -17.6% |
| 6M | +2.1% | +23.3% | -21.2% | -11.3% |
| YTD | -17.1% | +14.7% | -31.8% | -25.1% |
| All | -1.6% | +3.0% | -4.6% | -2.6% |
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