+642.3%
LYB vs DAR
+622.0%
+20.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +4.0% | +7.4% | -3.4% | +0.5% |
| 3M | +2.4% | +15.7% | -13.3% | -4.4% |
| 6M | -1.4% | +30.0% | -31.5% | -12.3% |
| YTD | +53.9% | +87.5% | -33.6% | +16.3% |
| 1Y | +26.1% | +113.4% | -87.3% | -10.8% |
| 3Y | -21.0% | +15.3% | -36.3% | -30.7% |
| 5Y | -0.7% | -4.3% | +3.6% | -10.2% |
| 10Y | +49.3% | +380.2% | -330.9% | -40.2% |
| All | +642.3% | +622.0% | +20.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling