+3,585.7%
ALNY vs RRC
+479.6%
+3,106.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.5% | -1.7% | -1.8% | -3.2% |
| 30D | +18.9% | +3.6% | +15.3% | +18.1% |
| 3M | -13.3% | +8.8% | -22.2% | -14.9% |
| 6M | -20.3% | +0.8% | -21.1% | -20.8% |
| YTD | -35.1% | +19.0% | -54.1% | -37.7% |
| 1Y | -46.5% | +22.9% | -69.4% | -49.1% |
| 3Y | +28.1% | +32.3% | -4.2% | +18.0% |
| 5Y | +36.1% | +151.6% | -115.5% | +3.7% |
| 10Y | +269.7% | +5.5% | +264.2% | +193.1% |
| All | +3,585.7% | +479.6% | +3,106.1% | +1,872.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling