-2.4%
ALK vs RBA
-4.5%
+2.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +7.8% | +9.0% | -1.2% | +3.2% |
| 3M | -15.2% | +7.2% | -22.4% | -18.2% |
| 6M | +5.0% | -7.8% | +12.8% | +7.8% |
| YTD | -18.4% | -6.4% | -12.1% | -21.9% |
| 1Y | -2.4% | -4.2% | +1.8% | -9.7% |
| All | -2.4% | -4.5% | +2.1% | -9.7% |
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 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