+632.8%
LYB vs OMC
+209.7%
+423.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | +0.3% | -4.4% | +4.6% | +3.0% |
| 30D | +2.5% | -7.6% | +10.1% | +7.0% |
| 3M | +1.4% | +4.5% | -3.1% | -3.7% |
| 6M | -3.5% | -0.3% | -3.2% | -6.5% |
| YTD | +52.0% | -0.1% | +52.1% | +43.2% |
| 1Y | +22.1% | +4.6% | +17.4% | +10.5% |
| 3Y | -22.8% | +10.5% | -33.2% | -35.0% |
| 5Y | -3.4% | +31.7% | -35.1% | -32.7% |
| 10Y | +47.4% | +33.5% | +13.9% | -4.4% |
| All | +632.8% | +209.7% | +423.2% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling