-29.5%
ALB vs RRC
+34.3%
-63.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | +1.3% | -9.4% | -8.5% |
| 30D | +6.3% | +10.1% | -3.9% | +2.6% |
| 3M | -23.6% | +4.0% | -27.6% | -24.9% |
| 6M | -24.6% | +1.6% | -26.2% | -25.7% |
| YTD | -10.3% | +19.7% | -30.0% | -17.9% |
| 1Y | +61.5% | +21.4% | +40.0% | +45.5% |
| All | -29.5% | +34.3% | -63.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling