+53.1%
RGTI vs ALK
-42.7%
+95.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -0.1% | -3.1% | +3.0% | +1.7% |
| 30D | -16.2% | -17.1% | +0.9% | -6.2% |
| 3M | -22.0% | -3.8% | -18.3% | -21.3% |
| 6M | -10.8% | -5.3% | -5.5% | -10.7% |
| YTD | -31.6% | -20.3% | -11.3% | -24.2% |
| 1Y | -6.4% | -36.0% | +29.6% | +18.3% |
| 3Y | +665.7% | +0.8% | +664.9% | +632.2% |
| 5Y | +55.6% | -28.5% | +84.1% | +60.6% |
| All | +53.1% | -42.7% | +95.8% | +56.7% |
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