+2,885.9%
ALB vs RRC
+815.6%
+2,070.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.3% |
| 7D | -8.1% | +1.3% | -9.4% | -8.3% |
| 30D | +6.3% | +10.1% | -3.9% | +4.3% |
| 3M | -23.6% | +4.0% | -27.6% | -24.3% |
| 6M | -24.6% | +1.6% | -26.2% | -25.2% |
| YTD | -10.3% | +19.7% | -30.0% | -13.8% |
| 1Y | +61.5% | +21.4% | +40.0% | +54.3% |
| 3Y | -34.0% | +29.7% | -63.6% | -38.0% |
| 5Y | -44.6% | +153.9% | -198.5% | -55.6% |
| 10Y | +76.1% | +10.8% | +65.3% | +39.4% |
| All | +2,885.9% | +815.6% | +2,070.3% | +1,720.4% |
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