+632.8%
LYB vs RSG
+951.7%
-318.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +2.5% | +4.0% | -1.5% | -0.4% |
| 3M | +1.4% | +7.4% | -6.0% | -4.1% |
| 6M | -3.5% | +0.1% | -3.6% | -4.4% |
| YTD | +52.0% | +6.0% | +46.0% | +44.5% |
| 1Y | +22.1% | -3.0% | +25.0% | +23.1% |
| 3Y | -22.8% | +56.5% | -79.3% | -47.4% |
| 5Y | -3.4% | +90.9% | -94.3% | -46.0% |
| 10Y | +47.4% | +428.7% | -381.4% | -63.1% |
| All | +632.8% | +951.7% | -318.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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