+2,252.6%
RSG vs ALK
+233.0%
+2,019.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +1.6% | +2.6% | -1.0% | +1.1% |
| 30D | +13.5% | +7.8% | +5.7% | +11.8% |
| 3M | +16.3% | -15.2% | +31.5% | +18.9% |
| 6M | +26.9% | +5.0% | +21.8% | +24.1% |
| YTD | +19.1% | -18.4% | +37.5% | +20.0% |
| 1Y | +21.8% | -2.4% | +24.2% | +18.8% |
| 3Y | +63.5% | +19.8% | +43.7% | +48.2% |
| 5Y | +98.6% | -27.8% | +126.4% | +92.5% |
| 10Y | +444.4% | -42.0% | +486.4% | +407.8% |
| All | +2,252.6% | +233.0% | +2,019.6% | +1,118.0% |
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