+52.8%
RMD vs ALK
+2.1%
+50.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +2.2% | -19.2% | +21.5% | +5.2% |
| 3M | +17.8% | -1.5% | +19.4% | +17.8% |
| 6M | -11.3% | -13.1% | +1.7% | -10.4% |
| YTD | -4.4% | -16.4% | +12.0% | -3.1% |
| 1Y | -15.7% | -33.1% | +17.3% | -12.6% |
| All | +52.8% | +2.1% | +50.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling