+2,254.7%
ALB vs ROP
+7,812.9%
-5,558.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.1% |
| 7D | +9.1% | +2.1% | +6.9% | +8.1% |
| 30D | -3.4% | +32.9% | -36.3% | -14.5% |
| 3M | -20.6% | +20.3% | -40.9% | -26.9% |
| 6M | -48.2% | +36.8% | -84.9% | -55.3% |
| YTD | -29.2% | +8.1% | -37.3% | -33.4% |
| 1Y | +10.0% | +8.3% | +1.7% | +3.5% |
| 3Y | -12.9% | -3.2% | -9.7% | -14.0% |
| 5Y | -61.3% | +1.7% | -63.0% | -62.6% |
| 10Y | +35.8% | +199.2% | -163.4% | -13.9% |
| All | +2,254.7% | +7,812.9% | -5,558.2% | +708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling