+4.2%
ALK vs RVTY
+12.6%
-8.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -19.2% | +13.2% | -32.4% | -23.7% |
| 3M | -1.5% | +27.2% | -28.8% | -12.0% |
| 6M | -13.1% | +32.4% | -45.5% | -24.0% |
| YTD | -16.4% | +34.9% | -51.3% | -28.1% |
| 1Y | -33.1% | +52.4% | -85.4% | -45.6% |
| All | +4.2% | +12.6% | -8.4% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling