-22.3%
DRAM vs LYB
-12.3%
-9.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -2.6% |
| 7D | +7.9% | +6.1% | +1.8% | +10.1% |
| 30D | -15.4% | +5.3% | -20.8% | -13.1% |
| 3M | -25.5% | +4.3% | -29.8% | -22.7% |
| 6M | -22.3% | -10.8% | -11.5% | -15.7% |
| All | -22.3% | -12.3% | -9.9% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling