-50.3%
DOCS vs LYB
-13.1%
-37.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +21.8% | +8.7% | +13.1% | +19.0% |
| 3M | +27.3% | -3.0% | +30.3% | +27.7% |
| 6M | -0.3% | +4.7% | -5.1% | -3.6% |
| YTD | -40.5% | +51.6% | -92.1% | -49.5% |
| 1Y | -61.5% | +24.4% | -85.9% | -65.2% |
| 3Y | +8.2% | -23.5% | +31.6% | +14.8% |
| 5Y | -73.4% | -6.5% | -66.9% | -73.4% |
| All | -50.3% | -13.1% | -37.2% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling