+49.0%
LYB vs DGX
+45.7%
+3.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.7% |
| 30D | +4.6% | +11.5% | -7.0% | +4.3% |
| 3M | +5.5% | +8.4% | -2.9% | +5.4% |
| 6M | -19.1% | +34.5% | -53.6% | -19.2% |
| YTD | +47.1% | +49.3% | -2.2% | +40.2% |
| 1Y | +49.0% | +45.3% | +3.7% | +42.9% |
| All | +49.0% | +45.7% | +3.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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