-22.8%
LYB vs DG
+4.6%
-27.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.3% | -6.5% | +6.7% | +0.3% |
| 30D | +2.5% | +4.2% | -1.7% | +2.4% |
| 3M | +1.4% | +9.5% | -8.1% | +1.2% |
| 6M | -3.5% | -13.1% | +9.7% | -2.8% |
| YTD | +52.0% | -4.8% | +56.8% | +52.1% |
| 1Y | +22.1% | +20.6% | +1.4% | +20.1% |
| 3Y | -22.8% | +4.9% | -27.7% | -26.7% |
| All | -22.8% | +4.6% | -27.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling