-34.8%
DOCS vs LYB
+51.8%
-86.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.9% |
| 7D | -4.2% | -0.6% | -3.6% | -4.3% |
| 30D | +8.6% | +5.3% | +3.3% | +9.4% |
| 3M | +27.2% | -1.2% | +28.4% | +27.2% |
| 6M | +26.5% | -13.1% | +39.6% | +27.5% |
| YTD | -25.0% | +49.3% | -74.3% | -24.3% |
| All | -34.8% | +51.8% | -86.6% | -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 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