+46.3%
LYB vs DAR
+366.1%
-319.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.5% | +2.6% | -0.2% | +1.0% |
| 3M | +1.4% | +14.2% | -12.8% | -4.9% |
| 6M | -3.5% | +17.2% | -20.7% | -10.2% |
| YTD | +52.0% | +80.9% | -28.9% | +16.2% |
| 1Y | +22.1% | +104.0% | -81.9% | -12.4% |
| 3Y | -22.8% | +3.6% | -26.4% | -28.4% |
| 5Y | -3.4% | -7.8% | +4.4% | -11.1% |
| All | +46.3% | +366.1% | -319.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling