-5.4%
LYB vs DECK
+25.5%
-31.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | +8.7% | -13.6% | +22.3% | +11.0% |
| 3M | -3.0% | -21.2% | +18.2% | +0.2% |
| 6M | +4.7% | -21.1% | +25.8% | +7.4% |
| YTD | +51.6% | -17.2% | +68.8% | +53.0% |
| 1Y | +24.4% | -30.7% | +55.1% | +29.4% |
| 3Y | -23.5% | -3.4% | -20.1% | -29.5% |
| All | -5.4% | +25.5% | -31.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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