+167.9%
RVMD vs ALK
-7.4%
+175.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.6% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | -6.4% | +3.3% | -9.7% | -6.8% |
| 3M | -14.1% | -17.6% | +3.5% | -11.4% |
| 6M | +21.0% | +0.8% | +20.2% | +19.2% |
| YTD | +121.4% | -22.4% | +143.8% | +122.0% |
| 1Y | +167.9% | -10.1% | +178.0% | +162.4% |
| All | +167.9% | -7.4% | +175.3% | +162.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling