-12.9%
ALB vs ROIV
+314.9%
-327.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -1.4% |
| 7D | +9.1% | +5.3% | +3.7% | +6.8% |
| 30D | -3.4% | +11.9% | -15.3% | -7.8% |
| 3M | -20.6% | +10.7% | -31.3% | -24.8% |
| 6M | -48.2% | +34.9% | -83.1% | -55.3% |
| YTD | -29.2% | +79.2% | -108.4% | -47.3% |
| 1Y | +10.0% | +89.0% | -79.0% | -20.8% |
| 3Y | -12.9% | +337.3% | -350.2% | -63.6% |
| All | -12.9% | +314.9% | -327.8% | -63.6% |
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