+639.9%
LYB vs DG
+394.0%
+245.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | +1.5% | +2.4% | -0.9% | +1.0% |
| 3M | -0.3% | +12.4% | -12.7% | -2.9% |
| 6M | +0.1% | -14.9% | +15.0% | +2.2% |
| YTD | +53.4% | -6.1% | +59.5% | +53.3% |
| 1Y | +25.6% | +17.9% | +7.8% | +19.1% |
| 3Y | -21.3% | +3.1% | -24.4% | -26.5% |
| 5Y | -2.4% | -38.7% | +36.2% | +2.0% |
| 10Y | +48.8% | +99.6% | -50.9% | +11.7% |
| All | +639.9% | +394.0% | +245.8% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling