+215.9%
RRX vs ALK
-38.6%
+254.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -8.0% | -18.5% | +10.4% | -0.3% |
| 3M | -22.0% | -3.6% | -18.5% | -21.4% |
| 6M | -11.9% | -3.7% | -8.2% | -11.9% |
| YTD | +17.1% | -19.0% | +36.1% | +24.7% |
| 1Y | +14.9% | -36.0% | +50.9% | +33.6% |
| 3Y | +6.9% | +2.3% | +4.5% | -1.3% |
| 5Y | +19.6% | -27.8% | +47.3% | +23.1% |
| 10Y | +215.9% | -39.0% | +254.9% | +183.6% |
| All | +215.9% | -38.6% | +254.5% | +183.6% |
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