-27.1%
RKT vs ALNY
+67.3%
-94.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -6.3% | -6.5% | +0.3% | -4.9% |
| 30D | -6.2% | +11.0% | -17.2% | -8.3% |
| 3M | -1.9% | -14.1% | +12.2% | -0.1% |
| 6M | -13.0% | -22.4% | +9.4% | -9.7% |
| YTD | -31.9% | -37.5% | +5.5% | -26.3% |
| 1Y | -37.6% | -46.9% | +9.4% | -30.5% |
| 3Y | +36.8% | +22.1% | +14.7% | +23.0% |
| 5Y | -9.7% | +31.2% | -40.9% | -23.0% |
| All | -27.1% | +67.3% | -94.4% | -42.8% |
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 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