-42.0%
ALK vs RBA
+209.3%
-251.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +7.8% | +9.0% | -1.2% | +4.0% |
| 3M | -15.2% | +7.2% | -22.4% | -17.9% |
| 6M | +5.0% | -7.8% | +12.8% | +7.9% |
| YTD | -18.4% | -6.4% | -12.1% | -17.0% |
| 1Y | -2.4% | -4.2% | +1.8% | -1.5% |
| 3Y | +19.8% | +64.1% | -44.3% | -3.5% |
| 5Y | -27.8% | +48.4% | -76.2% | -41.5% |
| 10Y | -42.0% | +209.9% | -251.9% | -70.7% |
| All | -42.0% | +209.3% | -251.3% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling