+782.7%
RSP vs ALNY
+4,163.9%
-3,381.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.8% |
| 7D | -0.4% | +5.7% | -6.1% | -1.1% |
| 30D | -1.5% | +18.7% | -20.2% | -3.7% |
| 3M | +4.8% | -11.0% | +15.8% | +5.3% |
| 6M | +10.3% | -18.9% | +29.2% | +11.9% |
| YTD | +14.1% | -34.6% | +48.7% | +18.6% |
| 1Y | +17.0% | -42.8% | +59.9% | +23.5% |
| 3Y | +54.2% | +29.1% | +25.1% | +43.5% |
| 5Y | +51.5% | +39.6% | +11.9% | +35.3% |
| 10Y | +204.4% | +253.8% | -49.4% | +118.4% |
| All | +782.7% | +4,163.9% | -3,381.2% | +320.3% |
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