+782.7%
RCL vs ALNY
+4,163.9%
-3,381.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -0.5% | +5.7% | -6.1% | -1.6% |
| 30D | -17.3% | +18.7% | -36.0% | -20.2% |
| 3M | -2.8% | -11.0% | +8.2% | -2.0% |
| 6M | -4.4% | -18.9% | +14.5% | -1.9% |
| YTD | -4.2% | -34.6% | +30.4% | +2.4% |
| 1Y | -23.4% | -42.8% | +19.5% | -16.2% |
| 3Y | +179.4% | +29.1% | +150.3% | +150.3% |
| 5Y | +238.8% | +39.6% | +199.1% | +187.9% |
| 10Y | +350.2% | +253.8% | +96.4% | +169.3% |
| All | +782.7% | +4,163.9% | -3,381.2% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling