+584.7%
RVMD vs ALK
-28.9%
+613.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +1.1% | -18.5% | +19.5% | +7.7% |
| 3M | +39.6% | -3.6% | +43.2% | +39.2% |
| 6M | +110.7% | -3.7% | +114.4% | +107.2% |
| YTD | +160.3% | -19.0% | +179.3% | +169.1% |
| 1Y | +404.9% | -36.0% | +441.0% | +468.5% |
| 3Y | +545.5% | +2.3% | +543.1% | +440.5% |
| 5Y | +584.7% | -27.8% | +612.4% | +563.0% |
| All | +584.7% | -28.9% | +613.5% | +563.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling