-0.2%
DASH vs LYB
-5.3%
+5.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.7% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -7.3% | +9.5% | -16.8% | -9.4% |
| 3M | +31.4% | +1.3% | +30.2% | +30.3% |
| 6M | +11.9% | -1.7% | +13.6% | +9.2% |
| YTD | -11.5% | +54.1% | -65.6% | -27.3% |
| 1Y | -20.0% | +25.7% | -45.7% | -29.3% |
| 3Y | +143.9% | -20.9% | +164.9% | +156.8% |
| 5Y | -0.2% | -1.5% | +1.3% | -0.9% |
| All | -0.2% | -5.3% | +5.1% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling