+22.1%
LYB vs D
+13.5%
+8.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | +2.5% | -4.5% | +6.9% | +3.0% |
| 3M | +1.4% | -2.5% | +3.9% | +1.7% |
| 6M | -3.5% | +5.5% | -9.0% | -4.8% |
| YTD | +52.0% | +13.3% | +38.7% | +47.0% |
| 1Y | +22.1% | +11.8% | +10.2% | +19.7% |
| All | +22.1% | +13.5% | +8.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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