-4.6%
LYB vs RACE
+64.4%
-69.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +6.1% | -1.2% | +7.3% | +6.3% |
| 30D | +5.3% | +6.1% | -0.8% | +4.0% |
| 3M | +4.3% | -0.3% | +4.6% | +4.2% |
| 6M | -10.8% | +23.4% | -34.2% | -15.4% |
| YTD | +53.8% | +12.5% | +41.2% | +47.9% |
| 1Y | +50.5% | -0.5% | +50.9% | +50.2% |
| 3Y | -16.4% | +23.6% | -40.0% | -25.0% |
| All | -4.6% | +64.4% | -69.1% | -28.4% |
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