+1,787.9%
ROST vs LYB
+631.6%
+1,156.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.3% | +1.5% | -11.8% | -10.9% |
| 3M | -2.6% | -0.3% | -2.3% | -3.1% |
| 6M | +6.5% | +0.1% | +6.5% | +3.9% |
| YTD | +25.9% | +53.4% | -27.5% | +6.5% |
| 1Y | +52.3% | +25.6% | +26.7% | +36.5% |
| 3Y | +94.6% | -21.3% | +115.8% | +97.6% |
| 5Y | +111.1% | -2.4% | +113.5% | +97.1% |
| 10Y | +308.9% | +48.8% | +260.1% | +219.8% |
| All | +1,787.9% | +631.6% | +1,156.4% | +889.5% |
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 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