+176.5%
DLR vs LYB
+48.3%
+128.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -4.3% | +2.5% | -6.8% | -4.7% |
| 3M | +3.8% | +1.4% | +2.4% | +3.3% |
| 6M | +5.8% | -3.5% | +9.3% | +5.2% |
| YTD | +23.5% | +52.0% | -28.4% | +13.5% |
| 1Y | +11.1% | +22.1% | -11.0% | +5.5% |
| 3Y | +57.9% | -22.8% | +80.6% | +60.0% |
| 5Y | +44.0% | -3.4% | +47.3% | +39.4% |
| All | +176.5% | +48.3% | +128.2% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling