+371.5%
RY vs ALK
-34.2%
+405.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | -0.3% | -19.2% | +18.9% | +4.5% |
| 3M | +8.7% | -1.5% | +10.2% | +8.1% |
| 6M | +28.5% | -13.1% | +41.6% | +30.3% |
| YTD | +25.1% | -16.4% | +41.5% | +27.5% |
| 1Y | +46.3% | -33.1% | +79.4% | +56.2% |
| 3Y | +154.9% | +0.6% | +154.3% | +134.9% |
| 5Y | +140.3% | -26.4% | +166.7% | +133.9% |
| All | +371.5% | -34.2% | +405.7% | +298.0% |
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 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