-33.9%
ALK vs RBA
+37.7%
-71.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +9.0% | +4.3% | +4.8% | +7.4% |
| 30D | -1.6% | +16.3% | -18.0% | -7.3% |
| 3M | -23.2% | +1.3% | -24.5% | -23.8% |
| 6M | -3.9% | -11.1% | +7.2% | -0.1% |
| YTD | -22.6% | -8.5% | -14.1% | -20.6% |
| 1Y | -5.3% | -2.1% | -3.2% | -5.1% |
| 3Y | +18.6% | +44.6% | -26.0% | +5.8% |
| All | -33.9% | +37.7% | -71.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling