+215.6%
RSP vs ALK
-37.5%
+253.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +0.4% |
| 7D | +0.4% | +8.9% | -8.5% | -1.9% |
| 30D | +3.7% | +5.9% | -2.2% | +1.8% |
| 3M | +0.8% | -16.5% | +17.3% | +5.0% |
| 6M | +9.1% | +2.1% | +7.0% | +6.5% |
| YTD | +16.7% | -17.1% | +33.8% | +18.8% |
| 1Y | +19.7% | -2.9% | +22.6% | +16.0% |
| 3Y | +66.7% | +24.5% | +42.2% | +41.2% |
| 5Y | +48.7% | -29.1% | +77.8% | +46.0% |
| 10Y | +215.6% | -39.1% | +254.7% | +179.6% |
| All | +215.6% | -37.5% | +253.0% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling