+17.3%
LYB vs RVMD
+622.3%
-605.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | -3.0% | +3.2% | +0.7% |
| 30D | +2.5% | -0.7% | +3.2% | +2.5% |
| 3M | +1.4% | +36.5% | -35.2% | -3.3% |
| 6M | -3.5% | +104.6% | -108.1% | -14.7% |
| YTD | +52.0% | +155.8% | -103.8% | +28.3% |
| 1Y | +22.1% | +340.7% | -318.6% | -6.2% |
| 3Y | -22.8% | +519.9% | -542.7% | -46.5% |
| 5Y | -3.4% | +584.9% | -588.3% | -38.9% |
| All | +17.3% | +622.3% | -605.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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