-62.0%
ALNY vs RRX
+30.0%
-92.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +0.5% |
| 7D | -30.7% | +7.6% | -38.3% | -30.2% |
| 30D | -26.7% | +7.5% | -34.3% | -26.3% |
| 3M | -26.4% | -21.0% | -5.4% | -28.2% |
| 6M | -45.9% | -18.1% | -27.8% | -46.2% |
| YTD | -59.5% | +24.3% | -83.8% | -56.7% |
| 1Y | -62.0% | +29.3% | -91.3% | -58.6% |
| All | -62.0% | +30.0% | -92.0% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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