-22.8%
LYB vs RRC
+29.5%
-52.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +2.5% | +2.7% | -0.2% | +1.6% |
| 3M | +1.4% | +8.8% | -7.5% | -1.2% |
| 6M | -3.5% | -1.2% | -2.3% | -3.1% |
| YTD | +52.0% | +17.6% | +34.4% | +45.8% |
| 1Y | +22.1% | +18.4% | +3.6% | +16.3% |
| 3Y | -22.8% | +33.1% | -55.9% | -29.6% |
| All | -22.8% | +29.5% | -52.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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