+632.8%
LYB vs DGX
+460.5%
+172.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +2.5% | -1.2% | +3.6% | +2.9% |
| 3M | +1.4% | +15.8% | -14.4% | -5.3% |
| 6M | -3.5% | +18.2% | -21.7% | -11.1% |
| YTD | +52.0% | +37.2% | +14.8% | +30.6% |
| 1Y | +22.1% | +30.4% | -8.3% | +7.1% |
| 3Y | -22.8% | +96.7% | -119.5% | -45.0% |
| 5Y | -3.4% | +67.2% | -70.5% | -27.2% |
| 10Y | +47.4% | +253.9% | -206.6% | -28.5% |
| All | +632.8% | +460.5% | +172.3% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling