+8.6%
ALB vs RRX
+30.0%
-21.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +8.9% | +6.1% |
| 7D | -2.1% | +7.6% | -9.7% | -4.0% |
| 30D | -9.0% | +7.5% | -16.5% | -10.9% |
| 3M | -21.1% | -21.0% | -0.1% | -17.4% |
| 6M | -49.9% | -18.1% | -31.8% | -48.6% |
| YTD | -32.3% | +24.3% | -56.6% | -33.7% |
| 1Y | +8.6% | +29.3% | -20.7% | +5.5% |
| All | +8.6% | +30.0% | -21.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling