+46.3%
LYB vs RY
+377.3%
-331.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -2.2% | +2.5% | +2.4% |
| 30D | +2.5% | -3.6% | +6.0% | +5.6% |
| 3M | +1.4% | +3.9% | -2.6% | -3.6% |
| 6M | -3.5% | +26.4% | -29.9% | -25.4% |
| YTD | +52.0% | +22.3% | +29.7% | +20.9% |
| 1Y | +22.1% | +43.7% | -21.6% | -18.0% |
| 3Y | -22.8% | +154.0% | -176.7% | -72.5% |
| 5Y | -3.4% | +137.6% | -140.9% | -63.3% |
| All | +46.3% | +377.3% | -331.0% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling