+13.0%
DLR vs LYB
+47.4%
-34.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +2.1% |
| 7D | +2.8% | -6.2% | +9.1% | +2.2% |
| 30D | +2.8% | +6.3% | -3.5% | +3.4% |
| 3M | -4.0% | +4.1% | -8.1% | -3.4% |
| 6M | -5.6% | -15.5% | +9.9% | -6.3% |
| YTD | +21.9% | +50.2% | -28.3% | +23.6% |
| 1Y | +13.0% | +50.6% | -37.6% | +15.0% |
| All | +13.0% | +47.4% | -34.4% | +15.0% |
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