-43.9%
ALB vs RL
+238.1%
-282.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.5% | -5.4% |
| 7D | -8.1% | -0.8% | -7.3% | -7.8% |
| 30D | +6.3% | -7.8% | +14.0% | +10.2% |
| 3M | -23.6% | -4.0% | -19.6% | -22.5% |
| 6M | -24.6% | -1.9% | -22.7% | -25.6% |
| YTD | -10.3% | -0.2% | -10.1% | -12.6% |
| 1Y | +61.5% | +10.7% | +50.8% | +48.9% |
| 3Y | -34.0% | +210.8% | -244.7% | -66.5% |
| All | -43.9% | +238.1% | -282.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling