+4.1%
DASH vs LYB
+6.0%
-1.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -12.8% | -3.1% | -9.7% | -12.2% |
| 30D | -6.0% | +4.0% | -10.0% | -7.0% |
| 3M | +26.7% | +2.4% | +24.3% | +25.3% |
| 6M | +11.7% | -1.4% | +13.1% | +9.0% |
| YTD | -12.9% | +53.9% | -66.9% | -27.6% |
| 1Y | -23.1% | +26.1% | -49.2% | -31.7% |
| 3Y | +140.0% | -21.0% | +161.1% | +149.2% |
| 5Y | -5.1% | -0.7% | -4.3% | -9.2% |
| All | +4.1% | +6.0% | -1.9% | -3.3% |
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 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