+80.2%
ALB vs RRX
+216.7%
-136.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -1.9% |
| 7D | -7.6% | -3.7% | -3.9% | -5.5% |
| 30D | -5.6% | -9.3% | +3.7% | -0.2% |
| 3M | -16.8% | -21.8% | +4.9% | -6.8% |
| 6M | -26.3% | -22.0% | -4.3% | -19.5% |
| YTD | -13.2% | +11.9% | -25.2% | -26.5% |
| 1Y | +68.8% | +11.6% | +57.2% | +41.9% |
| 3Y | -30.7% | +2.2% | -32.9% | -41.6% |
| 5Y | -46.3% | +14.9% | -61.1% | -59.4% |
| All | +80.2% | +216.7% | -136.5% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling