+50.6%
LYB vs ROP
+10.1%
+40.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.7% | -5.0% |
| 7D | -6.2% | +11.7% | -17.9% | -7.0% |
| 30D | +6.3% | +35.5% | -29.1% | +4.2% |
| 3M | +4.1% | +25.3% | -21.2% | +2.1% |
| 6M | -15.5% | +38.9% | -54.4% | -17.0% |
| YTD | +50.2% | +11.4% | +38.9% | +49.9% |
| 1Y | +50.6% | +10.3% | +40.3% | +50.0% |
| All | +50.6% | +10.1% | +40.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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