-23.1%
DASH vs LYB
+25.0%
-48.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -12.8% | -3.1% | -9.7% | -13.1% |
| 30D | -6.0% | +4.0% | -10.0% | -5.5% |
| 3M | +26.7% | +2.4% | +24.3% | +27.5% |
| 6M | +11.7% | -1.4% | +13.1% | +10.9% |
| YTD | -12.9% | +53.9% | -66.9% | -17.6% |
| 1Y | -23.1% | +26.1% | -49.2% | -28.7% |
| All | -23.1% | +25.0% | -48.1% | -28.7% |
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