+544.2%
RSP vs LYB
+634.9%
-90.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -1.5% | +9.5% | -11.0% | -4.7% |
| 3M | +4.8% | +1.3% | +3.5% | +3.6% |
| 6M | +10.3% | -1.7% | +12.0% | +8.0% |
| YTD | +14.1% | +54.1% | -40.1% | -5.7% |
| 1Y | +17.0% | +25.7% | -8.7% | +3.3% |
| 3Y | +54.2% | -20.9% | +75.1% | +57.5% |
| 5Y | +51.5% | -1.5% | +53.0% | +40.3% |
| 10Y | +204.4% | +45.0% | +159.4% | +124.0% |
| All | +544.2% | +634.9% | -90.7% | +130.9% |
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 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