+50.6%
LYB vs RIO
+29.3%
+21.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.8% |
| 7D | -6.2% | -1.6% | -4.6% | -6.1% |
| 30D | +6.3% | -11.6% | +17.9% | +7.2% |
| 3M | +4.1% | -12.7% | +16.8% | +4.9% |
| 6M | -15.5% | -12.4% | -3.1% | -14.8% |
| YTD | +50.2% | +11.0% | +39.2% | +35.4% |
| 1Y | +50.6% | +30.8% | +19.8% | +26.4% |
| All | +50.6% | +29.3% | +21.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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