-14.1%
ALB vs RNG
+179.0%
-193.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.1% |
| 6M | -53.2% | +95.7% | -148.9% | -60.7% |
| YTD | -33.3% | +162.9% | -196.2% | -51.8% |
| 1Y | -17.4% | +180.3% | -197.7% | -42.0% |
| 3Y | -14.1% | +188.3% | -202.5% | -46.8% |
| All | -14.1% | +179.0% | -193.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling