+22.1%
LYB vs RMD
-18.7%
+40.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -1.0% |
| 7D | +0.3% | -4.4% | +4.7% | +0.1% |
| 30D | +2.5% | -3.1% | +5.6% | +2.3% |
| 3M | +1.4% | +13.8% | -12.4% | +2.2% |
| 6M | -3.5% | -8.6% | +5.1% | -1.2% |
| YTD | +52.0% | -8.6% | +60.6% | +49.7% |
| 1Y | +22.1% | -19.7% | +41.7% | +30.2% |
| All | +22.1% | -18.7% | +40.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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