+489.1%
DDOG vs LYB
+11.9%
+477.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | +73.5% | -3.5% | +77.0% | +71.6% |
| YTD | +62.7% | +52.0% | +10.7% | +42.3% |
| 1Y | +59.0% | +22.1% | +36.9% | +46.7% |
| 3Y | +117.1% | -22.8% | +139.9% | +123.6% |
| 5Y | +61.3% | -3.4% | +64.6% | +55.3% |
| All | +489.1% | +11.9% | +477.2% | +378.3% |
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