-34.2%
ALB vs ROIV
+200.3%
-234.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -4.9% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | +6.3% | +1.0% | +5.3% | +5.6% |
| 3M | -23.6% | +18.3% | -41.9% | -28.1% |
| 6M | -24.6% | +18.3% | -42.9% | -29.6% |
| YTD | -10.3% | +61.0% | -71.2% | -25.2% |
| 1Y | +61.5% | +177.9% | -116.4% | +8.6% |
| All | -34.2% | +200.3% | -234.5% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling