+4.2%
ALK vs RRC
+31.1%
-26.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -19.2% | +10.1% | -29.4% | -20.1% |
| 3M | -1.5% | +4.0% | -5.5% | -2.0% |
| 6M | -13.1% | +1.6% | -14.6% | -13.9% |
| YTD | -16.4% | +19.7% | -36.1% | -21.1% |
| 1Y | -33.1% | +21.4% | -54.5% | -37.6% |
| All | +4.2% | +31.1% | -26.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling