+175.6%
RCL vs ALK
+2.1%
+173.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -19.0% | -19.2% | +0.2% | -10.4% |
| 3M | -9.6% | -1.5% | -8.1% | -9.7% |
| 6M | -6.7% | -13.1% | +6.4% | -2.3% |
| YTD | -3.9% | -16.4% | +12.5% | +2.2% |
| 1Y | -25.1% | -33.1% | +8.0% | -12.4% |
| All | +175.6% | +2.1% | +173.5% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling