+2,119.0%
ALB vs RRX
+2,215.8%
-96.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | -5.8% | +4.3% | -10.1% | -7.8% |
| 30D | -4.5% | +12.3% | -16.9% | -10.8% |
| 3M | -28.1% | +3.7% | -31.7% | -30.5% |
| 6M | -53.2% | -13.9% | -39.3% | -51.7% |
| YTD | -33.3% | +26.5% | -59.8% | -44.7% |
| 1Y | -17.4% | +29.3% | -46.7% | -32.5% |
| 3Y | -14.1% | +65.6% | -79.7% | -38.8% |
| 5Y | -64.0% | +10.6% | -74.7% | -69.5% |
| 10Y | +32.8% | +202.9% | -170.0% | -28.7% |
| All | +2,119.0% | +2,215.8% | -96.8% | +606.9% |
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