+84.2%
DOCN vs LYB
-16.3%
+100.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.8% |
| 7D | -12.8% | -11.0% | -1.8% | -8.6% |
| 30D | -41.9% | -0.9% | -41.0% | -42.1% |
| 3M | -36.9% | +0.9% | -37.8% | -38.2% |
| 6M | -52.2% | -15.4% | -36.9% | -49.7% |
| YTD | +62.7% | +42.0% | +20.7% | +27.9% |
| 1Y | +58.2% | +47.0% | +11.2% | +20.7% |
| 3Y | +219.5% | -21.2% | +240.7% | +235.9% |
| 5Y | -32.9% | -9.7% | -23.2% | -29.2% |
| All | +84.2% | -16.3% | +100.5% | +92.1% |
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 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