+216.8%
RRX vs ALK
-39.7%
+256.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | 0.0% | +12.9% | -12.9% | -5.0% |
| 30D | +9.0% | +5.5% | +3.5% | +5.8% |
| 3M | +4.0% | -12.1% | +16.1% | +8.4% |
| 6M | -15.7% | +1.7% | -17.4% | -18.0% |
| YTD | +29.0% | -17.4% | +46.4% | +35.1% |
| 1Y | +35.2% | -1.9% | +37.2% | +31.7% |
| 3Y | +67.7% | +21.2% | +46.5% | +43.8% |
| 5Y | +14.9% | -27.8% | +42.7% | +17.9% |
| 10Y | +216.8% | -41.0% | +257.9% | +200.8% |
| All | +216.8% | -39.7% | +256.6% | +200.8% |
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