+99.1%
RSG vs ALK
-31.3%
+130.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +2.5% | -1.2% | +3.7% | +2.5% |
| 30D | +12.7% | +7.7% | +5.0% | +12.2% |
| 3M | +17.9% | -19.0% | +36.9% | +18.9% |
| 6M | +25.0% | -0.2% | +25.2% | +24.1% |
| YTD | +20.8% | -23.5% | +44.3% | +21.8% |
| 1Y | +24.3% | -9.1% | +33.4% | +23.3% |
| 3Y | +65.3% | +12.0% | +53.2% | +56.1% |
| All | +99.1% | -31.3% | +130.4% | +99.6% |
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