+2,885.9%
ALB vs RRX
+2,033.1%
+852.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +3.4% | -11.5% | -9.6% |
| 30D | +6.3% | -11.1% | +17.4% | +12.1% |
| 3M | -23.6% | -23.7% | +0.2% | -14.9% |
| 6M | -24.6% | -22.0% | -2.6% | -18.6% |
| YTD | -10.3% | +16.5% | -26.7% | -21.4% |
| 1Y | +61.5% | +11.5% | +50.0% | +43.8% |
| 3Y | -34.0% | +1.5% | -35.5% | -40.2% |
| 5Y | -44.6% | +18.3% | -62.9% | -53.7% |
| 10Y | +76.1% | +209.8% | -133.7% | -4.6% |
| All | +2,885.9% | +2,033.1% | +852.8% | +904.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling