+779.7%
ALK vs RVTY
+2,959.8%
-2,180.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +7.8% | +1.7% | +6.1% | +6.8% |
| 3M | -15.2% | +36.8% | -52.0% | -23.9% |
| 6M | +5.0% | +60.1% | -55.1% | -10.4% |
| YTD | -18.4% | +64.0% | -82.4% | -31.1% |
| 1Y | -2.4% | +68.2% | -70.6% | -18.3% |
| 3Y | +19.8% | +88.8% | -69.0% | -4.5% |
| 5Y | -27.8% | -10.5% | -17.2% | -29.8% |
| 10Y | -42.0% | +219.7% | -261.6% | -62.5% |
| All | +779.7% | +2,959.8% | -2,180.0% | +175.8% |
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