-4.9%
LYB vs RRX
+17.8%
-22.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +2.5% | -6.1% | +8.6% | +4.0% |
| 3M | +1.4% | -23.1% | +24.4% | +6.9% |
| 6M | -3.5% | -19.5% | +16.0% | -1.9% |
| YTD | +52.0% | +16.1% | +35.9% | +33.0% |
| 1Y | +22.1% | +12.9% | +9.1% | +7.3% |
| 3Y | -22.8% | +7.9% | -30.7% | -33.9% |
| All | -4.9% | +17.8% | -22.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling