+207.9%
RRX vs ALK
-45.1%
+253.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.8% |
| 7D | +12.6% | +0.9% | +11.7% | +12.2% |
| 30D | +10.6% | +3.3% | +7.3% | +8.2% |
| 3M | +4.6% | -17.6% | +22.2% | +11.9% |
| 6M | -13.6% | +0.8% | -14.4% | -15.7% |
| YTD | +29.4% | -22.4% | +51.8% | +38.9% |
| 1Y | +31.9% | -10.1% | +42.0% | +32.9% |
| 3Y | +68.3% | +14.0% | +54.3% | +47.8% |
| 5Y | +13.2% | -29.8% | +43.1% | +17.6% |
| All | +207.9% | -45.1% | +253.0% | +193.8% |
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