+31.9%
RRX vs ALK
-7.4%
+39.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.7% |
| 7D | +12.6% | +0.9% | +11.7% | +12.2% |
| 30D | +10.6% | +3.3% | +7.3% | +8.6% |
| 3M | +4.6% | -17.6% | +22.2% | +13.3% |
| 6M | -13.6% | +0.8% | -14.4% | -15.7% |
| YTD | +29.4% | -22.4% | +51.8% | +36.1% |
| 1Y | +31.9% | -10.1% | +42.0% | +28.5% |
| All | +31.9% | -7.4% | +39.3% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling