+68.8%
ALB vs RNG
+120.2%
-51.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -3.0% |
| 7D | -7.6% | -9.6% | +2.0% | -7.4% |
| 30D | -5.6% | +8.8% | -14.4% | -5.8% |
| 3M | -16.8% | +78.6% | -95.5% | -18.2% |
| 6M | -26.3% | +70.3% | -96.6% | -27.6% |
| YTD | -13.2% | +140.3% | -153.6% | -19.8% |
| 1Y | +68.8% | +126.6% | -57.8% | +61.3% |
| All | +68.8% | +120.2% | -51.4% | +61.3% |
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