-4.9%
LYB vs ROK
+47.1%
-52.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | +2.5% | -4.8% | +7.3% | +3.8% |
| 3M | +1.4% | -6.1% | +7.5% | +2.4% |
| 6M | -3.5% | +15.5% | -19.0% | -9.9% |
| YTD | +52.0% | +11.2% | +40.8% | +43.5% |
| 1Y | +22.1% | +23.8% | -1.8% | +10.5% |
| 3Y | -22.8% | +53.1% | -75.9% | -37.1% |
| All | -4.9% | +47.1% | -52.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling