+83.0%
ALB vs ROP
+134.1%
-51.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.2% |
| 7D | -4.4% | -5.4% | +1.0% | -1.4% |
| 30D | -1.2% | -1.6% | +0.5% | -0.4% |
| 3M | -13.3% | +18.8% | -32.2% | -22.8% |
| 6M | -19.8% | +8.2% | -28.0% | -25.0% |
| YTD | -7.9% | -10.5% | +2.6% | -4.0% |
| 1Y | +60.2% | -23.7% | +83.9% | +84.9% |
| 3Y | -26.4% | -17.9% | -8.6% | -19.0% |
| 5Y | -42.5% | -15.3% | -27.2% | -38.7% |
| 10Y | +83.0% | +133.4% | -50.4% | +3.5% |
| All | +83.0% | +134.1% | -51.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling