-22.8%
LYB vs ROP
-19.1%
-3.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -4.6% | +4.9% | +1.5% |
| 30D | +2.5% | -1.7% | +4.2% | +2.8% |
| 3M | +1.4% | +17.1% | -15.7% | -3.9% |
| 6M | -3.5% | +10.9% | -14.3% | -7.1% |
| YTD | +52.0% | -12.1% | +64.1% | +61.2% |
| 1Y | +22.1% | -24.2% | +46.3% | +39.3% |
| 3Y | -22.8% | -20.4% | -2.4% | -14.2% |
| All | -22.8% | -19.1% | -3.6% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling