-54.2%
DOCS vs LYB
-8.6%
-45.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -0.8% | -11.5% | +10.8% | +1.6% |
| 30D | +17.4% | +3.8% | +13.6% | +16.3% |
| 3M | +57.4% | -0.2% | +57.5% | +56.2% |
| 6M | +26.5% | -15.6% | +42.2% | +30.8% |
| YTD | -26.6% | +44.9% | -71.5% | -37.4% |
| 1Y | -48.1% | +52.3% | -100.4% | -56.7% |
| 3Y | +52.6% | -19.9% | +72.5% | +57.2% |
| All | -54.2% | -8.6% | -45.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling