-64.9%
DOCS vs LYB
+25.3%
-90.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.2% |
| 7D | -7.3% | -0.9% | -6.4% | -7.4% |
| 30D | -10.9% | +9.5% | -20.4% | -10.3% |
| 3M | +20.3% | +1.3% | +19.0% | +21.4% |
| 6M | -3.6% | -1.7% | -1.9% | -2.6% |
| YTD | -44.9% | +54.1% | -99.0% | -47.3% |
| 1Y | -64.9% | +25.7% | -90.6% | -65.2% |
| All | -64.9% | +25.3% | -90.2% | -65.2% |
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