-49.2%
ALB vs ROIV
+27.9%
-77.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +4.3% |
| 7D | +5.5% | -2.4% | +7.9% | +5.7% |
| 30D | -7.5% | +3.1% | -10.6% | -8.2% |
| 3M | -16.9% | +5.8% | -22.8% | -18.7% |
| 6M | -49.2% | +29.3% | -78.5% | -52.7% |
| All | -49.2% | +27.9% | -77.1% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling