+618.6%
RVMD vs ALK
-37.7%
+656.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.7% | -3.0% | +2.2% | +0.2% |
| 30D | +0.3% | -14.6% | +14.9% | +5.4% |
| 3M | +38.9% | -10.6% | +49.4% | +42.3% |
| 6M | +108.1% | -6.7% | +114.8% | +107.2% |
| YTD | +160.7% | -19.8% | +180.5% | +170.5% |
| 1Y | +407.3% | -35.2% | +442.5% | +463.4% |
| 3Y | +546.6% | +1.4% | +545.2% | +468.2% |
| 5Y | +579.8% | -30.7% | +610.5% | +580.6% |
| All | +618.6% | -37.7% | +656.3% | +623.5% |
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