-26.4%
ALK vs RVTY
-30.5%
+4.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.3% |
| 3M | -1.5% | +27.2% | -28.8% | -11.0% |
| 6M | -13.1% | +32.4% | -45.5% | -22.8% |
| YTD | -16.4% | +34.9% | -51.3% | -26.8% |
| 1Y | -33.1% | +52.4% | -85.4% | -44.3% |
| 3Y | +0.6% | +12.3% | -11.7% | -9.3% |
| All | -26.4% | -30.5% | +4.1% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling