+1,994.5%
RSG vs ALK
+241.2%
+1,753.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +0.3% | -0.7% | +0.9% | +0.4% |
| 30D | +7.6% | -19.2% | +26.8% | +11.1% |
| 3M | +7.4% | -1.5% | +9.0% | +6.9% |
| 6M | -3.3% | -13.1% | +9.8% | -2.8% |
| YTD | +6.0% | -16.4% | +22.4% | +6.8% |
| 1Y | -3.7% | -33.1% | +29.4% | +0.2% |
| 3Y | +59.1% | +0.6% | +58.5% | +49.1% |
| 5Y | +89.0% | -26.4% | +115.4% | +82.8% |
| 10Y | +412.5% | -34.2% | +446.7% | +369.0% |
| All | +1,994.5% | +241.2% | +1,753.4% | +984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling