-11.4%
RKT vs ALNY
+30.5%
-41.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -6.3% | -6.5% | +0.3% | -5.0% |
| 30D | -6.2% | +11.0% | -17.2% | -8.1% |
| 3M | -1.9% | -14.1% | +12.2% | -0.2% |
| 6M | -13.0% | -22.4% | +9.4% | -9.9% |
| YTD | -31.9% | -37.5% | +5.5% | -26.7% |
| 1Y | -37.6% | -46.9% | +9.4% | -31.0% |
| 3Y | +36.8% | +22.1% | +14.7% | +24.0% |
| All | -11.4% | +30.5% | -41.9% | -25.0% |
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 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