-26.2%
DT vs LYB
-4.6%
-21.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +3.0% | +2.5% | +0.6% | +2.3% |
| 3M | +26.5% | +1.4% | +25.1% | +25.4% |
| 6M | +35.9% | -3.5% | +39.4% | +34.9% |
| YTD | +17.8% | +52.0% | -34.2% | +1.3% |
| 1Y | +4.1% | +22.1% | -18.0% | -4.5% |
| 3Y | +5.3% | -22.8% | +28.1% | +10.4% |
| All | -26.2% | -4.6% | -21.5% | -27.8% |
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