+87.3%
ALB vs RNG
+215.2%
-127.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -8.6% | -4.1% | -4.5% | -7.9% |
| 30D | -4.0% | +8.6% | -12.7% | -5.8% |
| 3M | -17.4% | +78.0% | -95.4% | -27.7% |
| 6M | -25.4% | +67.0% | -92.4% | -34.8% |
| YTD | -10.5% | +142.4% | -153.0% | -29.8% |
| 1Y | +75.8% | +120.4% | -44.6% | +40.8% |
| 3Y | -28.5% | +122.1% | -150.6% | -44.2% |
| 5Y | -45.1% | -69.8% | +24.7% | -43.4% |
| 10Y | +87.3% | +223.4% | -136.1% | +23.2% |
| All | +87.3% | +215.2% | -127.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling