+73.0%
ALNY vs RBRK
+124.5%
-51.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -6.5% | -7.5% | +0.9% | -5.9% |
| 30D | +11.0% | -10.4% | +21.5% | +11.8% |
| 3M | -14.1% | +21.3% | -35.3% | -16.2% |
| 6M | -22.4% | +50.6% | -73.0% | -26.4% |
| YTD | -37.5% | +13.3% | -50.8% | -38.9% |
| 1Y | -46.9% | +11.2% | -58.2% | -48.4% |
| All | +73.0% | +124.5% | -51.4% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling