-48.2%
ALB vs ROIV
+36.6%
-84.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.2% |
| 7D | +9.1% | +5.3% | +3.7% | +7.9% |
| 30D | -3.4% | +11.9% | -15.3% | -5.5% |
| 3M | -20.6% | +10.7% | -31.3% | -22.8% |
| 6M | -48.2% | +34.9% | -83.1% | -52.3% |
| All | -48.2% | +36.6% | -84.7% | -52.3% |
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