+554.5%
RVMD vs ALK
+4.2%
+550.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +6.4% | -19.2% | +25.7% | +11.4% |
| 3M | +34.9% | -1.5% | +36.4% | +34.1% |
| 6M | +107.6% | -13.1% | +120.6% | +110.3% |
| YTD | +163.7% | -16.4% | +180.1% | +167.7% |
| 1Y | +439.2% | -33.1% | +472.3% | +478.7% |
| All | +554.5% | +4.2% | +550.3% | +517.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling