-7.3%
ALB vs ROIV
+104.3%
-111.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.5% |
| 7D | +5.3% | +14.3% | -9.0% | +2.3% |
| 30D | -6.3% | +16.2% | -22.5% | -9.3% |
| 3M | -27.4% | +15.1% | -42.5% | -30.0% |
| 6M | -53.1% | +44.2% | -97.3% | -57.3% |
| YTD | -32.3% | +89.8% | -122.1% | -41.6% |
| 1Y | -7.3% | +94.6% | -101.9% | -19.9% |
| All | -7.3% | +104.3% | -111.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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