-99.9%
DFNS vs LYB
+41.7%
-141.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +4.6% | -3.1% | +7.7% | +4.8% |
| 30D | -73.9% | +4.0% | -77.9% | -73.9% |
| 3M | -71.7% | +2.4% | -74.1% | -71.8% |
| 6M | -94.6% | -1.4% | -93.1% | -94.6% |
| YTD | -98.1% | +53.9% | -152.0% | -98.3% |
| 1Y | -98.3% | +26.1% | -124.4% | -98.4% |
| 3Y | -99.9% | -21.0% | -78.8% | -99.9% |
| 5Y | -99.9% | -0.7% | -99.1% | -99.9% |
| All | -99.9% | +41.7% | -141.6% | -99.9% |
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