+5.3%
DT vs LYB
-23.1%
+28.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +3.0% | +2.5% | +0.6% | +2.5% |
| 3M | +26.5% | +1.4% | +25.1% | +26.0% |
| 6M | +35.9% | -3.5% | +39.4% | +35.5% |
| YTD | +17.8% | +52.0% | -34.2% | +5.9% |
| 1Y | +4.1% | +22.1% | -18.0% | -1.6% |
| 3Y | +5.3% | -22.8% | +28.1% | +3.1% |
| All | +5.3% | -23.1% | +28.4% | +3.1% |
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 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