-39.5%
ROL vs LYB
+24.5%
-64.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | -4.9% | +2.5% | -7.4% | -4.9% |
| 3M | -25.8% | +1.4% | -27.2% | -26.0% |
| 6M | -37.6% | -3.5% | -34.1% | -38.1% |
| YTD | -41.5% | +52.0% | -93.5% | -43.1% |
| 1Y | -39.5% | +22.1% | -61.5% | -37.8% |
| All | -39.5% | +24.5% | -64.0% | -37.8% |
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