+0.1%
LYB vs RIO
+11.2%
-11.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.9% |
| 7D | -0.7% | -3.4% | +2.6% | -1.2% |
| 30D | +1.5% | +0.6% | +1.0% | +1.6% |
| 3M | -0.3% | +2.5% | -2.8% | +0.2% |
| 6M | +0.1% | +10.8% | -10.7% | +7.7% |
| All | +0.1% | +11.2% | -11.2% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling