-1.0%
ALK vs RRC
+44.7%
-45.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.3% | +7.6% |
| 7D | +12.4% | -6.8% | +19.2% | +10.1% |
| 30D | +2.1% | +34.7% | -32.7% | +15.9% |
| 3M | -23.9% | +31.5% | -55.4% | -14.0% |
| 6M | +8.2% | +21.8% | -13.5% | +19.8% |
| YTD | -20.5% | +48.9% | -69.3% | -9.6% |
| 1Y | -1.0% | +42.1% | -43.1% | +13.4% |
| All | -1.0% | +44.7% | -45.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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