+212.2%
DOCN vs LYB
-9.2%
+221.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +26.5% | -3.1% | +29.6% | +28.1% |
| 30D | +2.3% | +4.0% | -1.8% | 0.0% |
| 3M | -21.2% | +2.4% | -23.6% | -22.8% |
| 6M | +130.6% | -1.4% | +132.1% | +125.4% |
| YTD | +175.7% | +53.9% | +121.8% | +111.6% |
| 1Y | +286.6% | +26.1% | +260.5% | +227.2% |
| 3Y | +394.1% | -21.0% | +415.1% | +424.0% |
| 5Y | +92.1% | -0.7% | +92.8% | +96.6% |
| All | +212.2% | -9.2% | +221.4% | +218.0% |
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 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