-28.5%
ALB vs ROIV
+298.6%
-327.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +1.1% | +9.5% | -8.4% | -0.4% |
| 30D | -2.6% | +21.0% | -23.6% | -5.5% |
| 3M | -25.6% | +18.7% | -44.3% | -27.9% |
| 6M | -54.0% | +44.5% | -98.5% | -56.9% |
| YTD | -31.6% | +92.9% | -124.4% | -38.7% |
| 1Y | -6.6% | +100.2% | -106.8% | -16.9% |
| 3Y | -14.0% | +375.0% | -389.0% | -32.0% |
| 5Y | -62.5% | +435.2% | -497.7% | -73.7% |
| All | -28.5% | +298.6% | -327.0% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling