+1,530.1%
RL vs ALK
+606.2%
+923.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.1% | -6.3% |
| 7D | -4.7% | +7.1% | -11.7% | -6.9% |
| 30D | +3.6% | -3.0% | +6.5% | +4.3% |
| 3M | +0.5% | -25.6% | +26.2% | +10.3% |
| 6M | +6.6% | +0.5% | +6.1% | +4.8% |
| YTD | +8.8% | -23.1% | +31.9% | +15.6% |
| 1Y | +21.8% | -7.5% | +29.3% | +21.3% |
| 3Y | +245.8% | +15.3% | +230.5% | +208.3% |
| 5Y | +230.0% | -34.8% | +264.8% | +253.1% |
| 10Y | +369.4% | -41.2% | +410.6% | +381.3% |
| All | +1,530.1% | +606.2% | +923.9% | +480.9% |
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