+50.6%
LYB vs DD
+49.3%
+1.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -3.0% | -4.6% |
| 7D | -6.2% | +8.7% | -14.9% | -6.8% |
| 30D | +6.3% | +15.3% | -9.0% | +5.0% |
| 3M | +4.1% | +5.9% | -1.8% | +3.3% |
| 6M | -15.5% | +11.6% | -27.0% | -16.8% |
| YTD | +50.2% | +26.5% | +23.7% | +32.6% |
| 1Y | +50.6% | +35.4% | +15.2% | +27.7% |
| All | +50.6% | +49.3% | +1.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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