-39.1%
ALK vs RVTY
+217.6%
-256.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +5.7% |
| 7D | +8.9% | +6.0% | +2.9% | +6.1% |
| 30D | +5.9% | +4.3% | +1.7% | +3.7% |
| 3M | -16.5% | +40.2% | -56.8% | -28.0% |
| 6M | +2.1% | +59.3% | -57.2% | -16.6% |
| YTD | -17.1% | +66.5% | -83.6% | -33.9% |
| 1Y | -2.9% | +77.5% | -80.3% | -24.6% |
| 3Y | +24.5% | +92.5% | -68.0% | -8.2% |
| 5Y | -29.1% | -6.8% | -22.3% | -34.1% |
| 10Y | -39.1% | +225.4% | -264.5% | -70.7% |
| All | -39.1% | +217.6% | -256.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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