+38.6%
ALB vs RNG
+234.5%
-195.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.8% | +4.6% | -10.4% | -6.6% |
| 30D | -4.5% | +0.4% | -5.0% | -4.8% |
| 3M | -28.1% | +11.4% | -39.5% | -30.0% |
| 6M | -53.2% | +95.7% | -148.9% | -60.2% |
| YTD | -33.3% | +162.9% | -196.2% | -48.8% |
| 1Y | -17.4% | +180.3% | -197.7% | -37.6% |
| 3Y | -14.1% | +188.3% | -202.5% | -36.6% |
| 5Y | -64.0% | -72.5% | +8.5% | -62.4% |
| All | +38.6% | +234.5% | -195.9% | -8.9% |
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