+39.6%
DOCS vs LYB
-15.9%
+55.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | +2.6% | +6.1% | -3.6% | +2.1% |
| 30D | +11.4% | +5.3% | +6.1% | +10.9% |
| 3M | +25.4% | +4.3% | +21.1% | +24.7% |
| 6M | +42.5% | -10.8% | +53.3% | +44.9% |
| YTD | -24.7% | +53.8% | -78.5% | -32.1% |
| 1Y | -32.9% | +50.5% | -83.4% | -39.3% |
| 3Y | +39.6% | -16.4% | +56.0% | +32.9% |
| All | +39.6% | -15.9% | +55.5% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling