+88.7%
RIG vs LYB
+25.6%
+63.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.0% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +13.8% | +8.7% | +5.1% | +10.0% |
| 3M | -6.4% | -3.0% | -3.4% | -5.6% |
| 6M | -8.2% | +4.7% | -12.9% | -12.1% |
| YTD | +41.6% | +51.6% | -9.9% | +15.2% |
| 1Y | +88.7% | +24.4% | +64.4% | +79.5% |
| All | +88.7% | +25.6% | +63.1% | +79.5% |
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