+115.6%
DT vs LYB
+21.5%
+94.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +3.5% | +1.5% | +2.0% | +2.9% |
| 3M | +26.7% | -0.3% | +27.0% | +25.9% |
| 6M | +36.1% | +0.1% | +36.1% | +33.5% |
| YTD | +18.6% | +53.4% | -34.8% | +1.3% |
| 1Y | +7.9% | +25.6% | -17.8% | -2.4% |
| 3Y | +8.6% | -21.3% | +29.9% | +11.3% |
| 5Y | -26.7% | -2.4% | -24.2% | -30.7% |
| All | +115.6% | +21.5% | +94.1% | +69.2% |
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