+642.3%
LYB vs RBA
+395.6%
+246.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | +4.0% | -13.0% | +17.0% | +8.8% |
| 3M | +2.4% | -23.1% | +25.5% | +10.7% |
| 6M | -1.4% | -22.6% | +21.2% | +5.5% |
| YTD | +53.9% | -20.4% | +74.3% | +62.5% |
| 1Y | +26.1% | -29.6% | +55.7% | +39.1% |
| 3Y | -21.0% | +26.6% | -47.6% | -31.1% |
| 5Y | -0.7% | +38.2% | -38.9% | -19.7% |
| 10Y | +49.3% | +194.7% | -145.5% | -17.8% |
| All | +642.3% | +395.6% | +246.7% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling