+568.0%
RVMD vs ALK
-35.9%
+603.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | -0.6% | +12.9% | -13.5% | -4.4% |
| 30D | +1.7% | +5.5% | -3.8% | -0.5% |
| 3M | -6.7% | -12.1% | +5.4% | -3.5% |
| 6M | +36.1% | +1.7% | +34.4% | +31.9% |
| YTD | +142.4% | -17.4% | +159.8% | +147.6% |
| 1Y | +207.8% | -1.9% | +209.7% | +194.3% |
| 3Y | +879.5% | +21.2% | +858.3% | +700.4% |
| 5Y | +509.0% | -27.8% | +536.8% | +499.6% |
| All | +568.0% | -35.9% | +603.9% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling