+34.6%
RL vs ALK
-1.1%
+35.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.8% | -4.3% | +1.5% |
| 7D | +5.8% | +12.4% | -6.6% | +1.5% |
| 30D | +12.7% | +2.1% | +10.7% | +11.6% |
| 3M | +9.3% | -23.9% | +33.2% | +19.5% |
| 6M | +16.9% | +8.2% | +8.7% | +11.0% |
| YTD | +17.5% | -20.5% | +37.9% | +19.6% |
| 1Y | +34.6% | -1.0% | +35.7% | +24.0% |
| All | +34.6% | -1.1% | +35.7% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling