+2.0%
RDW vs ALK
-21.6%
+23.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -3.9% |
| 7D | +0.9% | -2.1% | +2.9% | +2.0% |
| 30D | -21.3% | -13.1% | -8.2% | -14.5% |
| 3M | -37.9% | -11.8% | -26.1% | -34.0% |
| 6M | +12.3% | -0.4% | +12.6% | +8.3% |
| YTD | +39.7% | -18.2% | +57.9% | +53.9% |
| 1Y | +25.7% | -35.5% | +61.2% | +59.0% |
| 3Y | +230.8% | +1.8% | +229.0% | +217.9% |
| 5Y | -8.8% | -26.6% | +17.9% | -3.1% |
| All | +2.0% | -21.6% | +23.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling