-42.0%
ALK vs RRC
+72.2%
-114.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +7.8% | +25.2% | -17.4% | +3.3% |
| 3M | -15.2% | +27.8% | -43.0% | -19.2% |
| 6M | +5.0% | +27.2% | -22.2% | -0.4% |
| YTD | -18.4% | +48.2% | -66.6% | -25.5% |
| 1Y | -2.4% | +34.7% | -37.1% | -9.4% |
| 3Y | +19.8% | +62.2% | -42.5% | +6.1% |
| 5Y | -27.8% | +130.9% | -158.7% | -42.6% |
| 10Y | -42.0% | +73.4% | -115.4% | -63.2% |
| All | -42.0% | +72.2% | -114.1% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling