-29.8%
ALK vs RRC
+132.2%
-162.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.1% | -4.7% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | +3.3% | +21.1% | -17.9% | +0.2% |
| 3M | -17.6% | +28.4% | -45.9% | -20.8% |
| 6M | +0.8% | +26.5% | -25.6% | -3.3% |
| YTD | -22.4% | +47.0% | -69.4% | -28.5% |
| 1Y | -10.1% | +35.2% | -45.3% | -15.8% |
| 3Y | +14.0% | +61.0% | -47.0% | +1.9% |
| 5Y | -29.8% | +133.6% | -163.4% | -37.4% |
| All | -29.8% | +132.2% | -162.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling