-26.4%
ALK vs RBA
+45.3%
-71.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.7% | -2.9% | +2.3% | +0.5% |
| 30D | -19.2% | -12.3% | -6.9% | -15.2% |
| 3M | -1.5% | -20.5% | +19.0% | +6.9% |
| 6M | -13.1% | -18.5% | +5.5% | -6.5% |
| YTD | -16.4% | -18.2% | +1.8% | -10.4% |
| 1Y | -33.1% | -27.5% | -5.6% | -25.1% |
| 3Y | +0.6% | +38.1% | -37.5% | -8.0% |
| All | -26.4% | +45.3% | -71.7% | -31.2% |
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