+428.1%
RSG vs ALK
-39.2%
+467.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | 0.0% | -3.0% | +2.9% | +0.3% |
| 30D | +3.7% | -14.6% | +18.3% | +5.7% |
| 3M | +6.2% | -10.6% | +16.7% | +7.0% |
| 6M | -2.8% | -6.7% | +3.9% | -3.2% |
| YTD | +5.9% | -19.8% | +25.7% | +7.2% |
| 1Y | -1.8% | -35.2% | +33.4% | +2.4% |
| 3Y | +57.5% | +1.4% | +56.1% | +47.4% |
| 5Y | +91.1% | -30.7% | +121.7% | +87.2% |
| 10Y | +428.1% | -37.4% | +465.5% | +364.9% |
| All | +428.1% | -39.2% | +467.3% | +364.9% |
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