+54.2%
RGTI vs ALNY
+82.2%
-28.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | +0.5% | -6.5% | +7.0% | +1.9% |
| 30D | -17.1% | +11.0% | -28.1% | -19.2% |
| 3M | -26.0% | -14.1% | -11.9% | -25.4% |
| 6M | -9.9% | -22.4% | +12.5% | -7.0% |
| YTD | -31.1% | -37.5% | +6.4% | -24.8% |
| 1Y | -8.5% | -46.9% | +38.4% | +3.9% |
| 3Y | +652.2% | +22.1% | +630.1% | +573.3% |
| 5Y | +56.8% | +31.2% | +25.6% | +32.9% |
| All | +54.2% | +82.2% | -28.0% | +32.0% |
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