-4.9%
LYB vs DD
+56.1%
-61.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -3.5% | +3.8% | +2.2% |
| 30D | +2.5% | -11.7% | +14.1% | +9.4% |
| 3M | +1.4% | -9.2% | +10.6% | +6.1% |
| 6M | -3.5% | -7.2% | +3.7% | -2.4% |
| YTD | +52.0% | +6.6% | +45.4% | +40.2% |
| 1Y | +22.1% | +32.0% | -9.9% | -2.8% |
| 3Y | -22.8% | +42.1% | -64.9% | -42.5% |
| All | -4.9% | +56.1% | -61.0% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling