+40.5%
RY vs ALK
-5.3%
+45.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | -0.4% |
| 7D | -0.6% | +12.9% | -13.5% | -2.6% |
| 30D | +6.1% | +5.5% | +0.6% | +5.0% |
| 3M | -3.4% | -12.1% | +8.7% | -1.8% |
| 6M | +12.8% | +1.7% | +11.1% | +11.0% |
| YTD | +21.0% | -17.4% | +38.4% | +22.3% |
| 1Y | +40.5% | -1.9% | +42.4% | +36.5% |
| All | +40.5% | -5.3% | +45.7% | +36.5% |
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