+11.7%
DASH vs LYB
+4.3%
+7.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.2% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | +2.2% | +8.7% | -6.6% | 0.0% |
| 3M | +32.3% | -3.0% | +35.3% | +32.6% |
| 6M | +19.1% | +4.7% | +14.4% | +13.8% |
| YTD | -6.5% | +51.6% | -58.1% | -22.0% |
| 1Y | -14.9% | +24.4% | -39.2% | -24.2% |
| 3Y | +151.9% | -23.5% | +175.4% | +164.3% |
| 5Y | +9.4% | -6.5% | +15.9% | +6.0% |
| All | +11.7% | +4.3% | +7.4% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling