+514.0%
RVMD vs ALK
-29.1%
+543.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +1.8% |
| 7D | +6.4% | +8.9% | -2.5% | +3.4% |
| 30D | +5.5% | +5.9% | -0.5% | +3.1% |
| 3M | -2.4% | -16.5% | +14.1% | +2.7% |
| 6M | +41.1% | +2.1% | +39.0% | +36.4% |
| YTD | +151.3% | -17.1% | +168.4% | +156.5% |
| 1Y | +228.1% | -2.9% | +230.9% | +213.3% |
| 3Y | +899.8% | +24.5% | +875.3% | +643.0% |
| 5Y | +514.0% | -29.1% | +543.1% | +511.5% |
| All | +514.0% | -29.1% | +543.1% | +511.5% |
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 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