+11,476.6%
RY vs ALK
+1,057.2%
+10,419.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.7% | +1.3% |
| 7D | +2.5% | +12.4% | -10.0% | 0.0% |
| 30D | +8.4% | +2.1% | +6.4% | +7.8% |
| 3M | +1.2% | -23.9% | +25.1% | +6.4% |
| 6M | +19.4% | +8.2% | +11.1% | +16.0% |
| YTD | +25.4% | -20.5% | +45.9% | +28.4% |
| 1Y | +46.7% | -1.0% | +47.7% | +43.4% |
| 3Y | +168.6% | +19.2% | +149.4% | +144.0% |
| 5Y | +132.3% | -28.2% | +160.5% | +129.5% |
| 10Y | +385.7% | -39.2% | +424.8% | +359.0% |
| All | +11,476.6% | +1,057.2% | +10,419.4% | +4,889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling