+68.0%
LYB vs RNG
+301.7%
-233.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -6.1% | +6.4% | +1.0% |
| 30D | +2.5% | +9.6% | -7.1% | +1.2% |
| 3M | +1.4% | +83.3% | -81.9% | -6.9% |
| 6M | -3.5% | +77.9% | -81.4% | -11.8% |
| YTD | +52.0% | +139.9% | -87.9% | +32.1% |
| 1Y | +22.1% | +121.7% | -99.6% | +7.1% |
| 3Y | -22.8% | +121.9% | -144.6% | -34.0% |
| 5Y | -3.4% | -68.4% | +65.0% | -0.7% |
| 10Y | +47.4% | +220.0% | -172.7% | -7.7% |
| All | +68.0% | +301.7% | -233.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 all: compounded portfolio wealth divided by compounded RNG 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…
all analysis · Full analysis span regression · 6 months rolling