+6.8%
LYB vs ROIV
+295.0%
-288.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +0.9% |
| 7D | -0.9% | +20.2% | -21.1% | -1.7% |
| 30D | +9.5% | +14.1% | -4.6% | +8.8% |
| 3M | +1.3% | +45.6% | -44.3% | -0.6% |
| 6M | -1.7% | +44.1% | -45.9% | -3.7% |
| YTD | +54.1% | +91.2% | -37.0% | +48.4% |
| 1Y | +25.7% | +221.3% | -195.6% | +17.1% |
| 3Y | -20.9% | +229.2% | -250.1% | -27.1% |
| 5Y | -1.5% | +316.5% | -318.0% | -11.1% |
| All | +6.8% | +295.0% | -288.2% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling