+22.1%
LYB vs RGEN
+38.7%
-16.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.2% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +1.4% | +23.9% | -22.5% | +2.7% |
| 6M | -3.5% | +38.5% | -42.0% | -1.8% |
| YTD | +52.0% | +0.8% | +51.2% | +63.3% |
| 1Y | +22.1% | +38.2% | -16.2% | +26.7% |
| All | +22.1% | +38.7% | -16.6% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling