+514.2%
DLR vs LYB
+633.9%
-119.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -3.1% | +6.0% | +3.4% |
| 30D | -1.2% | +4.0% | -5.2% | -1.9% |
| 3M | +2.9% | +2.4% | +0.5% | +2.1% |
| 6M | +6.7% | -1.4% | +8.1% | +5.5% |
| YTD | +23.9% | +53.9% | -30.1% | +12.2% |
| 1Y | +18.6% | +26.1% | -7.4% | +11.1% |
| 3Y | +59.7% | -21.0% | +80.7% | +61.4% |
| 5Y | +42.1% | -0.7% | +42.8% | +35.8% |
| 10Y | +176.7% | +49.3% | +127.4% | +121.1% |
| All | +514.2% | +633.9% | -119.7% | +168.8% |
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