+40.6%
ALB vs ROP
+183.9%
-143.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -2.7% | -0.9% | -2.2% |
| 30D | -2.9% | +29.7% | -32.6% | -16.6% |
| 3M | -25.8% | +21.2% | -47.1% | -34.1% |
| 6M | -53.6% | +48.3% | -101.8% | -64.0% |
| YTD | -32.4% | +8.4% | -40.8% | -37.2% |
| 1Y | -13.0% | +6.0% | -19.0% | -18.0% |
| 3Y | -15.0% | -5.6% | -9.4% | -13.8% |
| 5Y | -63.5% | +1.3% | -64.8% | -65.1% |
| All | +40.6% | +183.9% | -143.4% | -22.6% |
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