-27.0%
RKT vs LYB
+46.5%
-73.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -7.9% | +1.5% | -9.4% | -8.5% |
| 3M | +5.2% | -0.3% | +5.5% | +4.4% |
| 6M | -14.9% | +0.1% | -15.0% | -18.5% |
| YTD | -31.9% | +53.4% | -85.3% | -45.6% |
| 1Y | -36.9% | +25.6% | -62.5% | -45.7% |
| 3Y | +35.7% | -21.3% | +57.0% | +38.9% |
| 5Y | -9.7% | -2.4% | -7.2% | -13.8% |
| All | -27.0% | +46.5% | -73.5% | -38.6% |
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