+157.5%
RY vs ALK
+16.0%
+141.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.9% | +9.0% | -9.9% | -2.3% |
| 30D | +5.9% | -1.6% | +7.5% | +6.0% |
| 3M | -4.3% | -23.2% | +18.9% | -0.7% |
| 6M | +12.1% | -3.9% | +16.0% | +11.6% |
| YTD | +20.3% | -22.6% | +42.8% | +22.9% |
| 1Y | +41.0% | -5.3% | +46.3% | +39.5% |
| 3Y | +157.5% | +18.6% | +139.0% | +140.3% |
| All | +157.5% | +16.0% | +141.6% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling