+236.1%
ALNY vs RRC
+4.9%
+231.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -6.5% | -1.8% | -4.8% | -6.3% |
| 30D | +11.0% | +2.7% | +8.4% | +10.7% |
| 3M | -14.1% | +8.8% | -22.9% | -15.0% |
| 6M | -22.4% | -1.2% | -21.2% | -22.5% |
| YTD | -37.5% | +17.6% | -55.0% | -39.0% |
| 1Y | -46.9% | +18.4% | -65.4% | -48.4% |
| 3Y | +22.1% | +33.1% | -11.0% | +16.1% |
| 5Y | +31.2% | +148.2% | -117.0% | +12.0% |
| All | +236.1% | +4.9% | +231.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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