-29.3%
DASH vs LYB
-4.9%
-24.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -4.5% | +6.1% | -10.7% | -5.8% |
| 30D | -6.8% | +5.3% | -12.1% | -8.2% |
| 3M | -20.7% | +4.3% | -25.0% | -21.9% |
| 6M | +15.1% | -10.8% | +25.9% | +17.4% |
| YTD | -24.3% | +53.8% | -78.0% | -38.2% |
| 1Y | -12.1% | +50.5% | -62.6% | -28.2% |
| 3Y | +91.1% | -16.4% | +107.5% | +94.4% |
| All | -29.3% | -4.9% | -24.5% | -31.1% |
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