-22.8%
LYB vs ROK
+51.1%
-73.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +2.5% | -4.8% | +7.3% | +3.6% |
| 3M | +1.4% | -6.1% | +7.5% | +2.2% |
| 6M | -3.5% | +15.5% | -19.0% | -9.6% |
| YTD | +52.0% | +11.2% | +40.8% | +44.0% |
| 1Y | +22.1% | +23.8% | -1.8% | +10.5% |
| 3Y | -22.8% | +53.1% | -75.9% | -38.3% |
| All | -22.8% | +51.1% | -73.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling