+2,885.9%
ALB vs ROP
+6,645.0%
-3,759.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.9% | -3.0% |
| 7D | -8.1% | -4.4% | -3.6% | -6.4% |
| 30D | +6.3% | +3.2% | +3.0% | +4.9% |
| 3M | -23.6% | +23.1% | -46.6% | -30.4% |
| 6M | -24.6% | +13.3% | -37.9% | -29.4% |
| YTD | -10.3% | -7.9% | -2.4% | -9.2% |
| 1Y | +61.5% | -22.1% | +83.5% | +74.7% |
| 3Y | -34.0% | -16.8% | -17.2% | -30.1% |
| 5Y | -44.6% | -13.5% | -31.1% | -42.3% |
| 10Y | +76.1% | +137.7% | -61.6% | +23.3% |
| All | +2,885.9% | +6,645.0% | -3,759.2% | +1,002.1% |
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