+38.6%
ALB vs RRC
+73.1%
-34.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.8% | +6.4% | -12.1% | -7.0% |
| 30D | -4.5% | +23.9% | -28.4% | -9.0% |
| 3M | -28.1% | +30.2% | -58.3% | -32.1% |
| 6M | -53.2% | +26.3% | -79.4% | -55.7% |
| YTD | -33.3% | +48.1% | -81.4% | -39.1% |
| 1Y | -17.4% | +37.7% | -55.1% | -23.6% |
| 3Y | -14.1% | +60.3% | -74.4% | -23.4% |
| 5Y | -64.0% | +135.3% | -199.3% | -70.8% |
| All | +38.6% | +73.1% | -34.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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