+2,251.6%
ALB vs RRC
+967.5%
+1,284.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.5% | -10.3% | +19.8% | +11.6% |
| 30D | -2.1% | +19.5% | -21.6% | -5.8% |
| 3M | -24.1% | +27.9% | -52.1% | -28.0% |
| 6M | -51.0% | +21.2% | -72.2% | -53.1% |
| YTD | -29.3% | +39.6% | -68.9% | -34.4% |
| 1Y | +3.2% | +31.3% | -28.1% | -3.3% |
| 3Y | -9.3% | +51.9% | -61.3% | -17.7% |
| 5Y | -61.6% | +110.2% | -171.8% | -68.3% |
| 10Y | +40.8% | +56.7% | -15.9% | +4.2% |
| All | +2,251.6% | +967.5% | +1,284.1% | +1,285.6% |
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