+330.2%
RCL vs ALK
-45.1%
+375.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.8% | +0.9% | -0.3% |
| 7D | -0.2% | +0.9% | -1.1% | -1.1% |
| 30D | +14.4% | +3.3% | +11.1% | +10.7% |
| 3M | +5.2% | -17.6% | +22.7% | +19.9% |
| 6M | +26.1% | +0.8% | +25.3% | +20.0% |
| YTD | +17.4% | -22.4% | +39.7% | +33.2% |
| 1Y | +24.7% | -10.1% | +34.7% | +24.7% |
| 3Y | +250.9% | +14.0% | +237.0% | +140.9% |
| 5Y | +293.8% | -29.8% | +323.7% | +324.2% |
| All | +330.2% | -45.1% | +375.3% | +341.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling