+632.8%
LYB vs RRX
+219.4%
+413.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +2.5% | -6.1% | +8.6% | +5.5% |
| 3M | +1.4% | -23.1% | +24.4% | +12.2% |
| 6M | -3.5% | -19.5% | +16.0% | -1.0% |
| YTD | +52.0% | +16.1% | +35.9% | +22.8% |
| 1Y | +22.1% | +12.9% | +9.1% | -1.0% |
| 3Y | -22.8% | +7.9% | -30.7% | -41.6% |
| 5Y | -3.4% | +19.1% | -22.5% | -36.5% |
| 10Y | +47.4% | +225.8% | -178.5% | -52.9% |
| All | +632.8% | +219.4% | +413.4% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling