-1.6%
LYB vs FRSH
-72.5%
+70.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -6.6% | +6.9% | +1.0% |
| 30D | +2.5% | +2.1% | +0.4% | +2.1% |
| 3M | +1.4% | +29.0% | -27.6% | -1.8% |
| 6M | -3.5% | +48.6% | -52.1% | -8.3% |
| YTD | +52.0% | -2.9% | +54.9% | +51.0% |
| 1Y | +22.1% | -7.9% | +30.0% | +21.9% |
| 3Y | -22.8% | -46.5% | +23.7% | -20.1% |
| All | -1.6% | -72.5% | +70.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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