-62.1%
ALB vs ROP
+1.1%
-63.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.2% |
| 7D | +9.1% | +2.1% | +6.9% | +8.0% |
| 30D | -3.4% | +32.9% | -36.3% | -15.7% |
| 3M | -20.6% | +20.0% | -40.6% | -27.3% |
| 6M | -48.2% | +36.4% | -84.6% | -56.2% |
| YTD | -29.2% | +7.8% | -37.1% | -31.2% |
| 1Y | +10.0% | +8.0% | +2.0% | +6.8% |
| 3Y | -12.9% | -3.5% | -9.4% | -9.0% |
| All | -62.1% | +1.1% | -63.2% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling