+22.1%
LYB vs ROIV
+195.2%
-173.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -1.0% |
| 7D | +0.3% | +16.9% | -16.6% | +1.6% |
| 30D | +2.5% | +12.9% | -10.4% | +3.5% |
| 3M | +1.4% | +37.3% | -35.9% | +4.3% |
| 6M | -3.5% | +38.0% | -41.5% | +0.1% |
| YTD | +52.0% | +88.1% | -36.1% | +56.4% |
| 1Y | +22.1% | +183.3% | -161.2% | +14.1% |
| All | +22.1% | +195.2% | -173.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling