-47.3%
DOCS vs LYB
+47.4%
-94.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +11.1% | +5.7% |
| 7D | +1.2% | -6.2% | +7.4% | +0.4% |
| 30D | +21.3% | +6.3% | +15.0% | +22.3% |
| 3M | +58.4% | +4.1% | +54.3% | +59.7% |
| 6M | +39.3% | -15.5% | +54.8% | +40.4% |
| YTD | -21.7% | +50.2% | -71.9% | -21.4% |
| 1Y | -47.3% | +50.6% | -97.9% | -47.8% |
| All | -47.3% | +47.4% | -94.7% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling