+5.3%
LYB vs ROIV
+288.8%
-283.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | +16.9% | -16.6% | -0.5% |
| 30D | +2.5% | +12.9% | -10.4% | +1.8% |
| 3M | +1.4% | +37.3% | -35.9% | -0.2% |
| 6M | -3.5% | +38.0% | -41.5% | -5.2% |
| YTD | +52.0% | +88.1% | -36.1% | +46.4% |
| 1Y | +22.1% | +183.3% | -161.2% | +14.6% |
| 3Y | -22.8% | +254.6% | -277.4% | -28.9% |
| 5Y | -3.4% | +309.8% | -313.2% | -12.7% |
| All | +5.3% | +288.8% | -283.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling