-34.2%
ALB vs RL
+212.5%
-246.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.5% | -5.3% |
| 7D | -8.1% | -0.8% | -7.3% | -7.9% |
| 30D | +6.3% | -7.8% | +14.0% | +9.8% |
| 3M | -23.6% | -4.0% | -19.6% | -22.6% |
| 6M | -24.6% | -1.9% | -22.7% | -25.5% |
| YTD | -10.3% | -0.2% | -10.1% | -12.4% |
| 1Y | +61.5% | +10.7% | +50.8% | +49.4% |
| All | -34.2% | +212.5% | -246.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling