+5,591.8%
RCL vs ALK
+912.6%
+4,679.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.5% |
| 7D | +3.9% | +7.1% | -3.1% | +0.5% |
| 30D | +11.8% | -3.0% | +14.7% | +13.1% |
| 3M | -0.8% | -25.6% | +24.8% | +14.0% |
| 6M | +23.6% | +0.5% | +23.1% | +21.4% |
| YTD | +17.6% | -23.1% | +40.7% | +30.4% |
| 1Y | +28.3% | -7.5% | +35.8% | +29.2% |
| 3Y | +261.4% | +15.3% | +246.1% | +208.1% |
| 5Y | +245.3% | -34.8% | +280.1% | +302.9% |
| 10Y | +381.8% | -41.2% | +423.0% | +505.5% |
| All | +5,591.8% | +912.6% | +4,679.2% | +2,037.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling