-15.2%
RDW vs LYB
+47.1%
-62.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -2.1% | -17.7% | -19.8% |
| 7D | -32.4% | -5.7% | -26.7% | -32.3% |
| 30D | -41.7% | +4.6% | -46.3% | -41.7% |
| 3M | -42.3% | +5.5% | -47.7% | -42.3% |
| 6M | -28.8% | -19.1% | -9.7% | -26.4% |
| YTD | -18.6% | +47.1% | -65.6% | -31.8% |
| 1Y | -15.2% | +49.0% | -64.2% | -28.7% |
| All | -15.2% | +47.1% | -62.3% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling