+331.9%
RCL vs ALK
-45.9%
+377.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.5% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | +17.8% | +7.7% | +10.2% | +10.6% |
| 3M | +4.9% | -19.0% | +23.9% | +21.2% |
| 6M | +23.7% | -0.2% | +23.9% | +18.6% |
| YTD | +17.8% | -23.5% | +41.3% | +35.2% |
| 1Y | +28.9% | -9.1% | +38.0% | +27.7% |
| 3Y | +241.9% | +12.0% | +229.9% | +137.8% |
| 5Y | +295.4% | -30.9% | +326.3% | +330.5% |
| All | +331.9% | -45.9% | +377.8% | +348.0% |
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 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