-34.8%
ALK vs RBA
+48.6%
-83.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +7.1% | +7.3% | -0.3% | +4.2% |
| 30D | -3.0% | +16.9% | -19.9% | -8.7% |
| 3M | -25.6% | -0.5% | -25.2% | -25.7% |
| 6M | +0.5% | -10.4% | +10.9% | +4.1% |
| YTD | -23.1% | -7.2% | -15.8% | -21.5% |
| 1Y | -7.5% | -2.2% | -5.3% | -7.3% |
| 3Y | +15.3% | +43.7% | -28.4% | +3.0% |
| 5Y | -34.8% | +38.7% | -73.5% | -38.6% |
| All | -34.8% | +48.6% | -83.4% | -38.6% |
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