+729.8%
ALK vs RVTY
+2,816.3%
-2,086.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.1% | -1.6% |
| 7D | +7.1% | -9.0% | +16.1% | +9.8% |
| 30D | -3.0% | -1.6% | -1.4% | -2.9% |
| 3M | -25.6% | +31.2% | -56.8% | -32.4% |
| 6M | +0.5% | +63.6% | -63.1% | -14.9% |
| YTD | -23.1% | +56.3% | -79.3% | -34.1% |
| 1Y | -7.5% | +63.3% | -70.9% | -22.0% |
| 3Y | +15.3% | +72.4% | -57.1% | -5.5% |
| 5Y | -34.8% | -9.6% | -25.2% | -36.8% |
| 10Y | -41.2% | +203.7% | -244.8% | -61.4% |
| All | +729.8% | +2,816.3% | -2,086.5% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling