+281.6%
RCL vs ALK
-29.1%
+310.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | -1.5% |
| 7D | +5.0% | +8.9% | -4.0% | -0.8% |
| 30D | +19.4% | +5.9% | +13.4% | +14.4% |
| 3M | +5.9% | -16.5% | +22.5% | +17.6% |
| 6M | +23.8% | +2.1% | +21.7% | +18.5% |
| YTD | +22.8% | -17.1% | +39.9% | +32.3% |
| 1Y | +34.3% | -2.9% | +37.1% | +28.9% |
| 3Y | +276.4% | +24.5% | +252.0% | +142.9% |
| 5Y | +281.6% | -29.1% | +310.7% | +355.8% |
| All | +281.6% | -29.1% | +310.7% | +355.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling