-29.5%
ALB vs ROP
-15.8%
-13.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.9% | -3.2% |
| 7D | -8.1% | -4.4% | -3.6% | -6.6% |
| 30D | +6.3% | +3.2% | +3.0% | +5.1% |
| 3M | -23.6% | +23.1% | -46.6% | -30.1% |
| 6M | -24.6% | +13.3% | -37.9% | -28.5% |
| YTD | -10.3% | -7.9% | -2.4% | -3.7% |
| 1Y | +61.5% | -22.1% | +83.5% | +95.7% |
| All | -29.5% | -15.8% | -13.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling