-1.6%
ALK vs RRC
+28.5%
-30.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.2% |
| 7D | +8.9% | -10.3% | +19.2% | +5.1% |
| 30D | +5.9% | +19.5% | -13.5% | +15.0% |
| 3M | -16.5% | +27.9% | -44.5% | -5.5% |
| 6M | +2.1% | +21.2% | -19.1% | +13.4% |
| YTD | -17.1% | +39.6% | -56.7% | -6.8% |
| All | -1.6% | +28.5% | -30.1% | +13.0% |
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