+380.4%
RCL vs ALK
-41.7%
+422.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.9% |
| 7D | +6.5% | +9.0% | -2.5% | -0.4% |
| 30D | +15.9% | -1.6% | +17.5% | +16.6% |
| 3M | +2.7% | -23.2% | +25.8% | +23.6% |
| 6M | +15.2% | -3.9% | +19.1% | +14.0% |
| YTD | +19.2% | -22.6% | +41.8% | +35.8% |
| 1Y | +31.6% | -5.3% | +36.9% | +26.3% |
| 3Y | +274.2% | +18.6% | +255.6% | +148.3% |
| 5Y | +250.1% | -34.4% | +284.5% | +300.5% |
| All | +380.4% | -41.7% | +422.2% | +384.9% |
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