+205.8%
RSP vs LYB
+48.3%
+157.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -2.8% | +2.5% | -5.3% | -3.8% |
| 3M | +2.8% | +1.4% | +1.5% | +1.7% |
| 6M | +10.2% | -3.5% | +13.7% | +8.5% |
| YTD | +13.1% | +52.0% | -38.9% | -6.7% |
| 1Y | +14.8% | +22.1% | -7.3% | +2.0% |
| 3Y | +52.6% | -22.8% | +75.4% | +57.9% |
| 5Y | +51.6% | -3.4% | +55.0% | +40.9% |
| All | +205.8% | +48.3% | +157.6% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling