-39.1%
ALK vs RRC
+63.1%
-102.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.0% |
| 7D | +8.9% | -10.3% | +19.2% | +10.9% |
| 30D | +5.9% | +19.5% | -13.5% | +2.3% |
| 3M | -16.5% | +27.9% | -44.5% | -20.5% |
| 6M | +2.1% | +21.2% | -19.1% | -2.4% |
| YTD | -17.1% | +39.6% | -56.7% | -23.5% |
| 1Y | -2.9% | +31.3% | -34.1% | -9.5% |
| 3Y | +24.5% | +51.9% | -27.5% | +11.6% |
| 5Y | -29.1% | +110.2% | -139.3% | -42.7% |
| 10Y | -39.1% | +56.7% | -95.8% | -59.9% |
| All | -39.1% | +63.1% | -102.2% | -59.9% |
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