+1,127.7%
RSP vs ALK
+950.6%
+177.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.3% | -19.2% | +18.9% | +5.1% |
| 3M | +4.3% | -1.5% | +5.8% | +3.7% |
| 6M | +8.8% | -13.1% | +21.9% | +10.5% |
| YTD | +15.3% | -16.4% | +31.7% | +17.5% |
| 1Y | +18.3% | -33.1% | +51.4% | +27.0% |
| 3Y | +52.8% | +0.6% | +52.2% | +40.7% |
| 5Y | +51.7% | -26.4% | +78.1% | +48.6% |
| 10Y | +208.5% | -34.2% | +242.6% | +182.7% |
| All | +1,127.7% | +950.6% | +177.2% | +359.3% |
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