+50.6%
LYB vs OMC
+24.5%
+26.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -10.0% | -4.5% |
| 7D | -6.2% | +12.5% | -18.7% | -5.7% |
| 30D | +6.3% | +16.3% | -10.0% | +7.0% |
| 3M | +4.1% | +8.1% | -4.0% | +4.4% |
| 6M | -15.5% | +17.2% | -32.6% | -15.4% |
| YTD | +50.2% | +11.8% | +38.5% | +54.0% |
| 1Y | +50.6% | +23.9% | +26.7% | +46.0% |
| All | +50.6% | +24.5% | +26.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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