-37.3%
DOCS vs LYB
-14.3%
-23.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.8% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | +8.6% | +5.3% | +3.3% | +7.2% |
| 3M | +27.2% | -1.2% | +28.4% | +27.0% |
| 6M | +26.5% | -13.1% | +39.6% | +30.0% |
| YTD | -25.0% | +49.3% | -74.3% | -36.4% |
| 1Y | -37.0% | +51.8% | -88.8% | -47.1% |
| 3Y | +39.4% | -18.9% | +58.3% | +43.3% |
| 5Y | -56.7% | -6.9% | -49.8% | -56.9% |
| All | -37.3% | -14.3% | -23.0% | -35.0% |
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