+164.6%
DOCN vs LYB
-10.6%
+175.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.6% |
| 7D | +1.1% | -0.2% | +1.4% | +1.0% |
| 30D | -9.6% | +8.7% | -18.4% | -13.5% |
| 3M | -37.7% | -3.0% | -34.7% | -37.4% |
| 6M | +115.2% | +4.7% | +110.5% | +103.8% |
| YTD | +133.7% | +51.6% | +82.1% | +80.5% |
| 1Y | +250.2% | +24.4% | +225.8% | +197.8% |
| 3Y | +320.3% | -23.5% | +343.8% | +351.0% |
| 5Y | +53.1% | -6.5% | +59.6% | +57.9% |
| All | +164.6% | -10.6% | +175.2% | +171.1% |
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