-4.9%
LYB vs RMD
-23.0%
+18.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | -4.4% | +4.7% | +1.1% |
| 30D | +2.5% | -3.1% | +5.6% | +2.9% |
| 3M | +1.4% | +13.8% | -12.4% | -1.4% |
| 6M | -3.5% | -8.6% | +5.1% | -2.3% |
| YTD | +52.0% | -8.6% | +60.6% | +53.6% |
| 1Y | +22.1% | -19.7% | +41.7% | +26.9% |
| 3Y | -22.8% | +48.4% | -71.1% | -31.3% |
| All | -4.9% | -23.0% | +18.1% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling