+2,176.8%
ALB vs RRC
+1,033.3%
+1,143.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +1.1% | -0.5% | +1.5% | +1.0% |
| 30D | -2.6% | +25.2% | -27.8% | -7.1% |
| 3M | -25.6% | +27.8% | -53.4% | -29.3% |
| 6M | -54.0% | +27.2% | -81.2% | -56.4% |
| YTD | -31.6% | +48.2% | -79.7% | -37.2% |
| 1Y | -6.6% | +34.7% | -41.3% | -12.9% |
| 3Y | -14.0% | +62.2% | -76.2% | -23.0% |
| 5Y | -62.5% | +130.9% | -193.4% | -69.6% |
| 10Y | +36.3% | +73.4% | -37.1% | -1.0% |
| All | +2,176.8% | +1,033.3% | +1,143.6% | +1,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling