-33.9%
ALK vs RACE
+65.0%
-98.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | +9.0% | +5.1% | +4.0% | +6.4% |
| 30D | -1.6% | +7.7% | -9.3% | -5.2% |
| 3M | -23.2% | +2.2% | -25.4% | -24.1% |
| 6M | -3.9% | +23.8% | -27.6% | -13.9% |
| YTD | -22.6% | +13.9% | -36.5% | -28.1% |
| 1Y | -5.3% | +3.8% | -9.1% | -8.0% |
| 3Y | +18.6% | +28.0% | -9.5% | -5.6% |
| All | -33.9% | +65.0% | -98.9% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling