+18.6%
ALK vs RVTY
+78.0%
-59.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | +9.0% | -1.2% | +10.2% | +9.0% |
| 30D | -1.6% | +1.0% | -2.7% | -2.7% |
| 3M | -23.2% | +35.8% | -59.0% | -34.2% |
| 6M | -3.9% | +56.7% | -60.6% | -23.6% |
| YTD | -22.6% | +60.7% | -83.3% | -40.0% |
| 1Y | -5.3% | +73.7% | -79.0% | -29.3% |
| 3Y | +18.6% | +82.8% | -64.2% | -16.5% |
| All | +18.6% | +78.0% | -59.4% | -16.5% |
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