-30.2%
RIG vs LYB
-23.1%
-7.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -3.1% | +0.3% | -3.3% | -3.3% |
| 30D | -0.5% | +2.5% | -3.0% | -2.1% |
| 3M | -6.0% | +1.4% | -7.4% | -7.0% |
| 6M | -10.1% | -3.5% | -6.7% | -11.3% |
| YTD | +37.3% | +52.0% | -14.7% | -5.8% |
| 1Y | +73.9% | +22.1% | +51.9% | +41.9% |
| 3Y | -30.2% | -22.8% | -7.4% | -8.1% |
| All | -30.2% | -23.1% | -7.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling