-13.0%
ALB vs RNG
+177.2%
-190.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -3.6% | +2.3% | -5.8% | -3.6% |
| 30D | -2.9% | -3.4% | +0.5% | -2.8% |
| 3M | -25.8% | +20.9% | -46.7% | -25.6% |
| 6M | -53.6% | +82.2% | -135.8% | -52.8% |
| YTD | -32.4% | +164.6% | -197.0% | -33.2% |
| 1Y | -13.0% | +177.0% | -190.0% | -15.8% |
| All | -13.0% | +177.2% | -190.2% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling