+19.6%
RRX vs ALK
-28.9%
+48.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -8.0% | -18.5% | +10.4% | +0.4% |
| 3M | -22.0% | -3.6% | -18.5% | -21.4% |
| 6M | -11.9% | -3.7% | -8.2% | -12.2% |
| YTD | +17.1% | -19.0% | +36.1% | +24.9% |
| 1Y | +14.9% | -36.0% | +50.9% | +35.0% |
| 3Y | +6.9% | +2.3% | +4.5% | -3.3% |
| 5Y | +19.6% | -27.8% | +47.3% | +19.1% |
| All | +19.6% | -28.9% | +48.4% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling