+373.0%
RL vs ALK
-37.5%
+410.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.1% | -1.3% | +2.6% |
| 7D | +0.2% | +8.9% | -8.7% | -3.5% |
| 30D | +7.3% | +5.9% | +1.4% | +4.2% |
| 3M | +1.0% | -16.5% | +17.6% | +8.5% |
| 6M | +11.8% | +2.1% | +9.7% | +8.1% |
| YTD | +13.6% | -17.1% | +30.7% | +18.3% |
| 1Y | +24.0% | -2.9% | +26.9% | +19.5% |
| 3Y | +256.6% | +24.5% | +232.1% | +183.3% |
| 5Y | +240.2% | -29.1% | +269.3% | +248.6% |
| 10Y | +373.0% | -39.1% | +412.1% | +281.8% |
| All | +373.0% | -37.5% | +410.4% | +281.8% |
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 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