-53.9%
DOCS vs LYB
-11.6%
-42.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.7% |
| 7D | -7.3% | -0.9% | -6.4% | -7.2% |
| 30D | -10.9% | +9.5% | -20.4% | -12.8% |
| 3M | +20.3% | +1.3% | +19.0% | +19.4% |
| 6M | -3.6% | -1.7% | -1.9% | -4.8% |
| YTD | -44.9% | +54.1% | -99.0% | -53.4% |
| 1Y | -64.9% | +25.7% | -90.6% | -68.2% |
| 3Y | +7.6% | -20.9% | +28.6% | +13.1% |
| 5Y | -74.0% | -1.5% | -72.4% | -74.6% |
| All | -53.9% | -11.6% | -42.3% | -52.4% |
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