+56.1%
NOK vs LYB
+624.6%
-568.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.1% |
| 7D | +11.0% | +0.3% | +10.7% | +10.9% |
| 30D | +7.8% | +2.5% | +5.4% | +6.8% |
| 3M | -21.0% | +1.4% | -22.4% | -22.0% |
| 6M | +40.9% | -3.5% | +44.4% | +39.6% |
| YTD | +72.0% | +52.0% | +20.0% | +44.5% |
| 1Y | +140.9% | +22.1% | +118.9% | +116.3% |
| 3Y | +194.3% | -22.8% | +217.0% | +204.1% |
| 5Y | +112.5% | -3.4% | +115.9% | +100.0% |
| 10Y | +137.7% | +47.4% | +90.4% | +68.1% |
| All | +56.1% | +624.6% | -568.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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