+234.8%
RCL vs ALK
-25.3%
+260.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -1.1% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -19.0% | -19.2% | +0.2% | -7.4% |
| 3M | -9.6% | -1.5% | -8.1% | -10.1% |
| 6M | -6.7% | -13.1% | +6.4% | -0.9% |
| YTD | -3.9% | -16.4% | +12.5% | +3.8% |
| 1Y | -25.1% | -33.1% | +8.0% | -6.9% |
| 3Y | +179.1% | +0.6% | +178.5% | +126.5% |
| All | +234.8% | -25.3% | +260.1% | +258.8% |
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