+2,236.3%
RSG vs ALK
+237.1%
+1,999.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.0% | +12.9% | -11.0% | -0.1% |
| 30D | +14.2% | +5.5% | +8.6% | +12.9% |
| 3M | +15.8% | -12.1% | +27.9% | +17.6% |
| 6M | +24.6% | +1.7% | +22.8% | +22.5% |
| YTD | +18.2% | -17.4% | +35.7% | +18.9% |
| 1Y | +22.8% | -1.9% | +24.7% | +19.6% |
| 3Y | +62.4% | +21.2% | +41.1% | +46.9% |
| 5Y | +96.0% | -27.8% | +123.9% | +90.1% |
| 10Y | +448.5% | -41.0% | +489.5% | +410.3% |
| All | +2,236.3% | +237.1% | +1,999.2% | +1,107.3% |
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