+148.6%
ALB vs RNG
+309.1%
-160.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -1.2% | +11.4% | -12.6% | -3.4% |
| 3M | -13.3% | +72.1% | -85.4% | -23.3% |
| 6M | -19.8% | +67.9% | -87.7% | -29.6% |
| YTD | -7.9% | +144.3% | -152.3% | -27.2% |
| 1Y | +60.2% | +117.5% | -57.4% | +29.9% |
| 3Y | -26.4% | +123.9% | -150.3% | -42.0% |
| 5Y | -42.5% | -70.1% | +27.6% | -40.3% |
| 10Y | +83.0% | +215.9% | -132.9% | +20.4% |
| All | +148.6% | +309.1% | -160.5% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling