+357.3%
RL vs ALK
-41.7%
+399.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -4.2% | +9.0% | -13.2% | -7.9% |
| 30D | +4.3% | -1.6% | +5.9% | +4.6% |
| 3M | -4.6% | -23.2% | +18.6% | +6.3% |
| 6M | +1.7% | -3.9% | +5.6% | +1.0% |
| YTD | +7.3% | -22.6% | +29.9% | +15.3% |
| 1Y | +20.8% | -5.3% | +26.1% | +17.6% |
| 3Y | +247.0% | +18.6% | +228.4% | +181.5% |
| 5Y | +225.5% | -34.4% | +259.8% | +245.2% |
| All | +357.3% | -41.7% | +399.0% | +277.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling