-10.4%
RKT vs ALNY
-62.5%
+52.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +7.9% | +8.6% |
| 7D | +29.7% | -30.7% | +60.4% | +37.2% |
| 30D | +28.5% | -26.7% | +55.3% | +33.8% |
| 3M | +6.4% | -26.4% | +32.8% | +10.4% |
| 6M | +7.1% | -45.9% | +53.1% | +18.3% |
| YTD | -22.5% | -59.5% | +37.0% | -9.1% |
| 1Y | -10.4% | -62.0% | +51.5% | +9.8% |
| All | -10.4% | -62.5% | +52.1% | +9.8% |
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