-11.1%
DASH vs LYB
+53.7%
-64.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | +0.7% |
| 7D | -10.2% | -0.6% | -9.6% | -10.4% |
| 30D | -8.2% | +5.3% | -13.6% | -7.3% |
| 3M | -15.9% | -1.2% | -14.7% | -16.0% |
| 6M | +13.3% | -13.1% | +26.4% | +11.5% |
| YTD | -21.3% | +49.3% | -70.6% | -16.9% |
| 1Y | -11.1% | +51.8% | -63.0% | -6.2% |
| All | -11.1% | +53.7% | -64.8% | -6.2% |
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