-33.1%
ALK vs RBA
-26.5%
-6.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.7% | -2.9% | +2.3% | +0.9% |
| 30D | -19.2% | -12.3% | -6.9% | -13.6% |
| 3M | -1.5% | -20.5% | +19.0% | +9.5% |
| 6M | -13.1% | -18.5% | +5.5% | -5.5% |
| YTD | -16.4% | -18.2% | +1.8% | -11.1% |
| 1Y | -33.1% | -27.5% | -5.6% | -23.4% |
| All | -33.1% | -26.5% | -6.5% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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