+22.1%
LYB vs RBA
-27.6%
+49.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.5% | -2.9% | +5.4% | +2.6% |
| 3M | +1.4% | -20.9% | +22.3% | +2.0% |
| 6M | -3.5% | -17.7% | +14.2% | -3.1% |
| YTD | +52.0% | -18.2% | +70.2% | +50.7% |
| 1Y | +22.1% | -29.1% | +51.1% | +26.1% |
| All | +22.1% | -27.6% | +49.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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