+46.3%
LYB vs RGEN
+415.7%
-369.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +1.4% | +23.9% | -22.5% | -2.2% |
| 6M | -3.5% | +38.5% | -42.0% | -9.2% |
| YTD | +52.0% | +0.8% | +51.2% | +50.2% |
| 1Y | +22.1% | +38.2% | -16.2% | +14.2% |
| 3Y | -22.8% | +1.3% | -24.1% | -26.4% |
| 5Y | -3.4% | -44.0% | +40.7% | -3.5% |
| All | +46.3% | +415.7% | -369.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling