+89.4%
RSG vs ALK
-28.9%
+118.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | +3.3% | -18.5% | +21.7% | +4.2% |
| 3M | +8.5% | -3.6% | +12.0% | +8.3% |
| 6M | -3.5% | -3.7% | +0.2% | -3.8% |
| YTD | +5.5% | -19.0% | +24.5% | +6.2% |
| 1Y | -1.7% | -36.0% | +34.3% | +0.7% |
| 3Y | +56.9% | +2.3% | +54.6% | +51.3% |
| 5Y | +89.4% | -27.8% | +117.1% | +83.1% |
| All | +89.4% | -28.9% | +118.3% | +83.1% |
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