-4.9%
LYB vs RACE
+95.1%
-100.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +0.3% | +0.9% | -0.7% | +0.1% |
| 30D | +2.5% | +1.6% | +0.9% | +2.1% |
| 3M | +1.4% | +13.2% | -11.8% | -1.5% |
| 6M | -3.5% | +22.9% | -26.4% | -9.1% |
| YTD | +52.0% | +13.3% | +38.7% | +46.2% |
| 1Y | +22.1% | -12.7% | +34.7% | +26.5% |
| 3Y | -22.8% | +40.3% | -63.0% | -33.9% |
| All | -4.9% | +95.1% | -100.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling