+1,120.4%
RSP vs ALK
+867.1%
+253.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.1% |
| 7D | -1.4% | +7.1% | -8.5% | -3.3% |
| 30D | +2.1% | -3.0% | +5.1% | +2.6% |
| 3M | -0.9% | -25.6% | +24.7% | +6.2% |
| 6M | +7.5% | +0.5% | +7.0% | +5.5% |
| YTD | +14.6% | -23.1% | +37.6% | +18.8% |
| 1Y | +17.6% | -7.5% | +25.2% | +15.8% |
| 3Y | +60.8% | +15.3% | +45.5% | +42.1% |
| 5Y | +46.1% | -34.8% | +80.9% | +47.4% |
| 10Y | +221.4% | -41.2% | +262.5% | +202.2% |
| All | +1,120.4% | +867.1% | +253.3% | +364.4% |
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