+53.5%
RGTI vs ALK
-39.9%
+93.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -9.4% | -19.2% | +9.8% | +3.0% |
| 3M | -37.1% | -1.5% | -35.6% | -37.9% |
| 6M | -14.4% | -13.1% | -1.4% | -9.6% |
| YTD | -31.4% | -16.4% | -15.0% | -26.1% |
| 1Y | +0.5% | -33.1% | +33.6% | +23.5% |
| 3Y | +726.1% | +0.6% | +725.5% | +684.9% |
| 5Y | +56.2% | -26.4% | +82.6% | +56.7% |
| All | +53.5% | -39.9% | +93.5% | +52.7% |
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 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