-1.8%
RSG vs ALK
-36.6%
+34.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | 0.0% | -3.0% | +2.9% | -0.2% |
| 30D | +3.7% | -14.6% | +18.3% | +2.9% |
| 3M | +6.2% | -10.6% | +16.7% | +5.8% |
| 6M | -2.8% | -6.7% | +3.9% | -2.2% |
| YTD | +5.9% | -19.8% | +25.7% | +6.2% |
| 1Y | -1.8% | -35.2% | +33.4% | +0.5% |
| All | -1.8% | -36.6% | +34.8% | +0.5% |
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