+42.6%
RY vs ALK
-4.4%
+47.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.4% |
| 7D | -1.1% | +7.1% | -8.2% | -2.2% |
| 30D | +4.4% | -3.0% | +7.4% | +4.8% |
| 3M | -2.9% | -25.6% | +22.7% | +1.2% |
| 6M | +15.6% | +0.5% | +15.1% | +13.8% |
| YTD | +21.8% | -23.1% | +44.9% | +24.5% |
| 1Y | +42.6% | -7.5% | +50.1% | +40.5% |
| All | +42.6% | -4.4% | +47.0% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling