+62.5%
DRAM vs LYB
-19.9%
+82.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.7% | -0.6% | -6.9% |
| 7D | -16.6% | -6.2% | -10.4% | -18.3% |
| 30D | -26.9% | +6.3% | -33.2% | -24.9% |
| 3M | -17.8% | +4.1% | -21.9% | -15.4% |
| 6M | +6.2% | -15.5% | +21.7% | +8.1% |
| All | +62.5% | -19.9% | +82.4% | +64.1% |
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