+63.6%
DDOG vs LYB
-4.6%
+68.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | -8.2% | +2.5% | -10.6% | -8.8% |
| 3M | -5.6% | +1.4% | -6.9% | -6.2% |
| 6M | +73.5% | -3.5% | +77.0% | +71.3% |
| YTD | +62.7% | +52.0% | +10.7% | +40.9% |
| 1Y | +59.0% | +22.1% | +36.9% | +46.9% |
| 3Y | +117.1% | -22.8% | +139.9% | +132.2% |
| All | +63.6% | -4.6% | +68.2% | +70.0% |
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 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