-4.9%
LYB vs RBA
+39.4%
-44.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.5% | -2.9% | +5.4% | +2.9% |
| 3M | +1.4% | -20.9% | +22.3% | +5.3% |
| 6M | -3.5% | -17.7% | +14.2% | -1.0% |
| YTD | +52.0% | -18.2% | +70.2% | +55.8% |
| 1Y | +22.1% | -29.1% | +51.1% | +29.3% |
| 3Y | -22.8% | +29.5% | -52.3% | -28.4% |
| All | -4.9% | +39.4% | -44.3% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling