-24.5%
RCL vs ALNY
-47.6%
+23.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -1.9% | -6.5% | +4.6% | -0.9% |
| 30D | -15.5% | +11.0% | -26.6% | -17.0% |
| 3M | -9.7% | -14.1% | +4.4% | -9.0% |
| 6M | -8.7% | -22.4% | +13.7% | -5.7% |
| YTD | -5.8% | -37.5% | +31.7% | +0.9% |
| 1Y | -24.5% | -46.9% | +22.5% | -21.1% |
| All | -24.5% | -47.6% | +23.1% | -21.1% |
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