-47.4%
ALK vs RVTY
+211.6%
-259.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +7.7% | +1.5% | +6.2% | +6.5% |
| 3M | -19.0% | +31.5% | -50.4% | -28.3% |
| 6M | -0.2% | +62.7% | -62.9% | -19.3% |
| YTD | -23.5% | +60.0% | -83.5% | -38.1% |
| 1Y | -9.1% | +65.7% | -74.8% | -27.5% |
| 3Y | +12.0% | +85.2% | -73.2% | -16.1% |
| 5Y | -30.9% | -14.9% | -16.0% | -33.4% |
| All | -47.4% | +211.6% | -259.0% | -75.0% |
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