-17.2%
DASH vs LYB
+47.4%
-64.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.7% | +13.1% | +7.4% |
| 7D | +17.2% | -6.2% | +23.4% | +15.9% |
| 30D | +3.6% | +6.3% | -2.8% | +4.6% |
| 3M | -1.9% | +4.1% | -6.0% | -1.0% |
| 6M | +15.1% | -15.5% | +30.5% | +13.9% |
| YTD | -12.3% | +50.2% | -62.6% | -15.4% |
| 1Y | -17.2% | +50.6% | -67.8% | -21.2% |
| All | -17.2% | +47.4% | -64.6% | -21.2% |
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