-63.9%
ALNY vs RBRK
+46.1%
-110.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.1% | +8.4% | -2.0% |
| 7D | -10.0% | -20.9% | +10.9% | -8.7% |
| 30D | -30.0% | -15.9% | -14.1% | -29.2% |
| 3M | -31.5% | +24.7% | -56.2% | -31.9% |
| 6M | -48.0% | +85.1% | -133.1% | -49.1% |
| YTD | -60.6% | +38.3% | -98.9% | -61.3% |
| 1Y | -63.9% | +46.2% | -110.1% | -64.3% |
| All | -63.9% | +46.1% | -110.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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