+19.8%
DDOG vs LYB
+47.4%
-27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.7% | -9.7% | -15.0% |
| 7D | -32.2% | -6.2% | -26.0% | -32.7% |
| 30D | -31.7% | +6.3% | -38.0% | -30.9% |
| 3M | -34.5% | +4.1% | -38.6% | -33.7% |
| 6M | +28.7% | -15.5% | +44.1% | +28.1% |
| YTD | +38.8% | +50.2% | -11.5% | +56.2% |
| 1Y | +19.8% | +50.6% | -30.8% | +38.0% |
| All | +19.8% | +47.4% | -27.6% | +38.0% |
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