-25.1%
RCL vs ALNY
-40.8%
+15.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.1% | +12.2% | -17.3% | -6.8% |
| 30D | -19.0% | +16.3% | -35.4% | -20.9% |
| 3M | -9.6% | -12.4% | +2.8% | -8.8% |
| 6M | -6.7% | -18.7% | +12.0% | -4.6% |
| YTD | -3.9% | -33.1% | +29.2% | +1.0% |
| 1Y | -25.1% | -41.3% | +16.2% | -22.4% |
| All | -25.1% | -40.8% | +15.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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