+46.3%
LYB vs ROP
+135.6%
-89.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -4.6% | +4.9% | +3.0% |
| 30D | +2.5% | -1.7% | +4.2% | +3.2% |
| 3M | +1.4% | +17.1% | -15.7% | -9.1% |
| 6M | -3.5% | +10.9% | -14.3% | -11.2% |
| YTD | +52.0% | -12.1% | +64.1% | +60.7% |
| 1Y | +22.1% | -24.2% | +46.3% | +41.9% |
| 3Y | -22.8% | -20.4% | -2.4% | -14.5% |
| 5Y | -3.4% | -15.4% | +12.0% | -0.5% |
| All | +46.3% | +135.6% | -89.4% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling