+639.9%
LYB vs ROP
+599.5%
+40.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | -0.7% | -8.0% | +7.3% | +5.2% |
| 30D | +1.5% | -2.7% | +4.3% | +3.2% |
| 3M | -0.3% | +16.6% | -16.9% | -12.3% |
| 6M | +0.1% | +10.4% | -10.3% | -9.3% |
| YTD | +53.4% | -12.1% | +65.5% | +62.6% |
| 1Y | +25.6% | -23.6% | +49.3% | +47.5% |
| 3Y | -21.3% | -19.3% | -2.0% | -13.3% |
| 5Y | -2.4% | -15.4% | +12.9% | -0.4% |
| 10Y | +48.8% | +134.6% | -85.9% | -40.9% |
| All | +639.9% | +599.5% | +40.3% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling