+226.6%
RCL vs ALNY
+30.0%
+196.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.6% |
| 7D | -2.5% | -6.4% | +4.0% | -1.1% |
| 30D | -15.7% | +11.9% | -27.6% | -17.8% |
| 3M | -3.6% | -15.0% | +11.4% | -1.9% |
| 6M | -8.7% | -23.2% | +14.6% | -5.0% |
| YTD | -6.2% | -37.8% | +31.6% | +1.9% |
| 1Y | -22.9% | -47.3% | +24.4% | -13.6% |
| 3Y | +173.6% | +22.9% | +150.7% | +143.6% |
| 5Y | +226.6% | +30.6% | +196.0% | +166.5% |
| All | +226.6% | +30.0% | +196.6% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling