+2.8%
RDW vs ALK
-23.1%
+25.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.1% |
| 7D | +3.6% | -3.0% | +6.5% | +5.4% |
| 30D | -18.4% | -14.6% | -3.8% | -10.4% |
| 3M | -32.1% | -10.6% | -21.5% | -28.3% |
| 6M | +10.9% | -6.7% | +17.6% | +11.6% |
| YTD | +40.8% | -19.8% | +60.6% | +57.1% |
| 1Y | +31.1% | -35.2% | +66.3% | +65.5% |
| 3Y | +245.2% | +1.4% | +243.8% | +233.3% |
| 5Y | -16.7% | -30.7% | +13.9% | -10.0% |
| All | +2.8% | -23.1% | +25.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling