+364.6%
RY vs ALK
-42.1%
+406.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.1% |
| 7D | -1.1% | +7.1% | -8.2% | -2.7% |
| 30D | +4.4% | -3.0% | +7.4% | +4.9% |
| 3M | -2.9% | -25.6% | +22.7% | +3.4% |
| 6M | +15.6% | +0.5% | +15.1% | +13.6% |
| YTD | +21.8% | -23.1% | +44.9% | +26.1% |
| 1Y | +42.6% | -7.5% | +50.1% | +40.8% |
| 3Y | +160.9% | +15.3% | +145.6% | +130.6% |
| 5Y | +126.1% | -34.8% | +160.9% | +126.4% |
| All | +364.6% | -42.1% | +406.7% | +312.6% |
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