+888.9%
ROL vs LYB
+633.9%
+254.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -3.3% | -3.1% | -0.2% | -2.7% |
| 30D | -7.2% | +4.0% | -11.3% | -8.1% |
| 3M | -27.0% | +2.4% | -29.4% | -27.6% |
| 6M | -39.5% | -1.4% | -38.1% | -40.2% |
| YTD | -41.8% | +53.9% | -95.7% | -48.1% |
| 1Y | -38.9% | +26.1% | -64.9% | -43.3% |
| 3Y | -0.4% | -21.0% | +20.6% | +0.8% |
| 5Y | -4.2% | -0.7% | -3.5% | -10.2% |
| 10Y | +208.2% | +49.3% | +158.9% | +133.2% |
| All | +888.9% | +633.9% | +254.9% | +250.3% |
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