-38.0%
DOCS vs LYB
-18.6%
-19.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | 0.0% | -11.0% | +11.0% | +2.3% |
| 30D | +7.8% | -0.9% | +8.7% | +7.7% |
| 3M | +20.0% | +0.9% | +19.1% | +19.0% |
| 6M | +26.5% | -15.4% | +41.9% | +30.5% |
| YTD | -25.8% | +42.0% | -67.8% | -36.4% |
| 1Y | -39.5% | +47.0% | -86.5% | -48.9% |
| 3Y | +60.3% | -21.2% | +81.5% | +65.1% |
| 5Y | -57.0% | -9.7% | -47.4% | -57.1% |
| All | -38.0% | -18.6% | -19.4% | -35.1% |
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 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