+566.1%
DIA vs LYB
+631.6%
-65.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -3.0% | +1.5% | -4.5% | -3.6% |
| 3M | +4.5% | -0.3% | +4.8% | +4.0% |
| 6M | +9.8% | +0.1% | +9.7% | +7.2% |
| YTD | +9.3% | +53.4% | -44.1% | -6.9% |
| 1Y | +16.0% | +25.6% | -9.7% | +4.3% |
| 3Y | +57.7% | -21.3% | +79.0% | +60.5% |
| 5Y | +63.8% | -2.4% | +66.2% | +53.1% |
| 10Y | +248.8% | +48.8% | +200.0% | +165.1% |
| All | +566.1% | +631.6% | -65.5% | +193.3% |
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