+18.6%
ALK vs RRC
+36.3%
-17.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +9.0% | -10.8% | +19.9% | +10.2% |
| 30D | -1.6% | +22.3% | -24.0% | -4.0% |
| 3M | -23.2% | +26.6% | -49.8% | -25.4% |
| 6M | -3.9% | +18.9% | -22.8% | -6.1% |
| YTD | -22.6% | +39.2% | -61.8% | -28.7% |
| 1Y | -5.3% | +34.0% | -39.3% | -12.0% |
| 3Y | +18.6% | +42.0% | -23.4% | +17.5% |
| All | +18.6% | +36.3% | -17.7% | +17.5% |
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